+49.6%
IJH vs DUOL
+1.6%
+48.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -1.9% | -7.0% | +5.1% | -1.2% |
| 30D | -4.6% | +6.7% | -11.4% | -5.5% |
| 3M | -1.2% | +16.0% | -17.2% | -3.3% |
| 6M | +9.4% | +45.4% | -36.0% | +3.9% |
| YTD | +13.3% | -18.1% | +31.5% | +14.4% |
| 1Y | +13.4% | -53.6% | +66.9% | +21.2% |
| 3Y | +50.4% | -11.0% | +61.4% | +44.0% |
| 5Y | +49.0% | -17.1% | +66.1% | +30.2% |
| All | +49.6% | +1.6% | +48.0% | +30.4% |
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