+48.6%
IEMG vs DUOL
+2.7%
+45.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.4% |
| 7D | -0.9% | -8.6% | +7.7% | -0.2% |
| 30D | +2.1% | +7.2% | -5.1% | +1.4% |
| 3M | +4.6% | +19.1% | -14.5% | +2.5% |
| 6M | +14.0% | +52.5% | -38.5% | +8.8% |
| YTD | +22.3% | -17.3% | +39.6% | +23.2% |
| 1Y | +30.7% | -49.2% | +79.9% | +36.9% |
| 3Y | +83.2% | -7.3% | +90.5% | +73.6% |
| 5Y | +47.0% | -16.3% | +63.3% | +29.4% |
| All | +48.6% | +2.7% | +45.9% | +28.3% |
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