+509.7%
IBKR vs DUOL
+1.6%
+508.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -1.3% | -7.0% | +5.6% | -0.4% |
| 30D | -0.2% | +6.7% | -6.9% | -1.6% |
| 3M | +3.0% | +16.0% | -13.1% | -0.2% |
| 6M | +33.9% | +45.4% | -11.6% | +24.7% |
| YTD | +42.5% | -18.1% | +60.6% | +44.1% |
| 1Y | +44.9% | -53.6% | +98.4% | +57.9% |
| 3Y | +293.0% | -11.0% | +304.0% | +284.4% |
| 5Y | +497.7% | -17.1% | +514.8% | +420.5% |
| All | +509.7% | +1.6% | +508.1% | +434.1% |
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