+22.1%
IP vs DUOL
-20.7%
+42.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.0% |
| 3M | -16.1% | +21.2% | -37.3% | -17.7% |
| 6M | +9.6% | +56.1% | -46.5% | +4.9% |
| YTD | -8.8% | -6.5% | -2.3% | -8.5% |
| 1Y | -5.5% | -15.8% | +10.3% | -4.4% |
| All | +22.1% | -20.7% | +42.8% | +23.4% |
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 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