-19.2%
IP vs DUOL
-44.9%
+25.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -1.9% |
| 7D | +0.1% | -7.8% | +7.9% | +0.2% |
| 30D | -11.2% | +11.8% | -23.1% | -11.5% |
| 3M | +12.3% | +24.1% | -11.8% | +11.8% |
| 6M | -5.2% | +43.6% | -48.9% | -6.3% |
| YTD | -4.0% | -16.6% | +12.6% | -0.6% |
| 1Y | -19.2% | -46.0% | +26.8% | -12.0% |
| All | -19.2% | -44.9% | +25.7% | -12.0% |
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