+12.2%
IOT vs DUOL
-43.9%
+56.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.5% | +4.7% |
| 7D | -2.3% | +5.1% | -7.4% | -4.3% |
| 30D | +3.8% | +14.1% | -10.3% | -1.9% |
| 3M | +14.2% | +41.5% | -27.3% | +0.3% |
| 6M | +40.1% | +60.6% | -20.5% | +18.5% |
| YTD | +13.4% | -12.0% | +25.4% | +8.0% |
| 1Y | +12.2% | -43.4% | +55.5% | +17.9% |
| All | +12.2% | -43.9% | +56.0% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling