+28.7%
IBB vs DUOL
+9.2%
+19.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.6% |
| 7D | +1.4% | +5.1% | -3.7% | +0.9% |
| 30D | +10.5% | +14.1% | -3.7% | +8.8% |
| 3M | +23.6% | +41.5% | -17.9% | +18.6% |
| 6M | +22.6% | +60.6% | -38.0% | +15.5% |
| YTD | +25.7% | -12.0% | +37.7% | +26.0% |
| 1Y | +51.4% | -43.4% | +94.7% | +58.1% |
| 3Y | +64.4% | +3.7% | +60.7% | +49.9% |
| 5Y | +22.1% | -5.3% | +27.4% | +3.8% |
| All | +28.7% | +9.2% | +19.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling