+70.5%
ICE vs DUOL
-20.2%
+90.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | 0.0% |
| 7D | +3.6% | +3.0% | +0.6% | +3.3% |
| 30D | +15.1% | +18.3% | -3.2% | +13.2% |
| 3M | +15.4% | +14.7% | +0.7% | +13.6% |
| 6M | +16.1% | +57.5% | -41.3% | +11.3% |
| YTD | +11.4% | -5.8% | +17.2% | +9.8% |
| 1Y | +18.5% | -11.4% | +29.8% | +17.1% |
| 3Y | +70.5% | -22.5% | +93.0% | +68.6% |
| All | +70.5% | -20.2% | +90.7% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling