+53.0%
IJR vs DUOL
-9.6%
+62.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -2.2% | -7.0% | +4.8% | -1.5% |
| 30D | -4.6% | +6.7% | -11.3% | -5.4% |
| 3M | +0.2% | +16.0% | -15.8% | -1.8% |
| 6M | +14.7% | +45.4% | -30.7% | +9.1% |
| YTD | +18.9% | -18.1% | +37.0% | +20.3% |
| 1Y | +19.9% | -53.6% | +73.5% | +29.0% |
| 3Y | +53.0% | -11.0% | +64.0% | +47.3% |
| All | +53.0% | -9.6% | +62.6% | +47.3% |
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 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