-21.0%
IP vs DUOL
+16.1%
-37.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.8% | -6.1% | -1.7% |
| 7D | -2.8% | +1.8% | -4.5% | -2.9% |
| 30D | +9.2% | +11.1% | -1.9% | +8.1% |
| 3M | -16.1% | +21.2% | -37.3% | -17.6% |
| 6M | +9.6% | +56.1% | -46.5% | +5.4% |
| YTD | -8.8% | -6.5% | -2.3% | -9.2% |
| 1Y | -5.5% | -15.8% | +10.3% | -5.2% |
| 3Y | +19.6% | -22.4% | +42.0% | +18.8% |
| 5Y | -13.5% | +8.3% | -21.8% | -20.1% |
| All | -21.0% | +16.1% | -37.0% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling