+48.1%
IJH vs DUOL
-17.6%
+65.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -1.9% | -7.0% | +5.1% | -1.1% |
| 30D | -4.6% | +6.7% | -11.4% | -5.5% |
| 3M | -1.2% | +16.0% | -17.2% | -3.4% |
| 6M | +9.4% | +45.4% | -36.0% | +3.8% |
| YTD | +13.3% | -18.1% | +31.5% | +14.4% |
| 1Y | +13.4% | -53.6% | +66.9% | +21.5% |
| 3Y | +50.4% | -11.0% | +61.4% | +43.6% |
| All | +48.1% | -17.6% | +65.7% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling