-8.9%
IEF vs DUOL
+3.5%
-12.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | -0.1% |
| 7D | +0.1% | -7.8% | +7.9% | +0.1% |
| 30D | -0.7% | +11.8% | -12.6% | -0.8% |
| 3M | -0.4% | +24.1% | -24.5% | -0.5% |
| 6M | -2.5% | +43.6% | -46.1% | -2.6% |
| YTD | -1.6% | -16.6% | +15.0% | -1.6% |
| 1Y | -1.3% | -46.0% | +44.7% | -1.2% |
| 3Y | +10.1% | -6.5% | +16.6% | +9.3% |
| 5Y | -8.3% | -7.4% | -0.9% | -9.6% |
| All | -8.9% | +3.5% | -12.4% | -10.5% |
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