+22.6%
IEFA vs DUOL
-43.9%
+66.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.1% |
| 7D | +0.6% | +5.1% | -4.5% | +0.6% |
| 30D | +1.0% | +14.1% | -13.1% | +1.1% |
| 3M | +4.7% | +41.5% | -36.8% | +4.5% |
| 6M | +8.6% | +60.6% | -52.0% | +8.0% |
| YTD | +14.8% | -12.0% | +26.8% | +16.1% |
| 1Y | +22.6% | -43.4% | +66.0% | +25.8% |
| All | +22.6% | -43.9% | +66.5% | +25.8% |
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