+65.4%
IEFA vs DUOL
-9.6%
+75.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -1.6% | -7.0% | +5.4% | -1.2% |
| 30D | -1.5% | +6.7% | -8.2% | -1.9% |
| 3M | +3.4% | +16.0% | -12.6% | +2.2% |
| 6M | +9.5% | +45.4% | -35.9% | +6.3% |
| YTD | +13.0% | -18.1% | +31.2% | +14.1% |
| 1Y | +18.0% | -53.6% | +71.6% | +23.8% |
| 3Y | +65.4% | -11.0% | +76.3% | +60.9% |
| All | +65.4% | -9.6% | +75.0% | +60.9% |
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