+44.7%
IBKR vs DUOL
-43.9%
+88.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | 0.0% |
| 7D | -3.3% | +5.1% | -8.4% | -4.0% |
| 30D | +4.5% | +14.1% | -9.7% | +2.1% |
| 3M | +6.5% | +41.5% | -35.0% | -0.3% |
| 6M | +34.2% | +60.6% | -26.4% | +21.6% |
| YTD | +44.5% | -12.0% | +56.4% | +45.3% |
| 1Y | +44.7% | -43.4% | +88.1% | +57.6% |
| All | +44.7% | -43.9% | +88.6% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling