-21.9%
IP vs DUOL
+11.0%
-33.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.3% | -3.8% |
| 7D | -5.0% | +15.1% | -20.1% | -6.1% |
| 30D | +6.5% | +6.0% | +0.5% | +5.9% |
| 3M | -18.0% | +16.0% | -34.1% | -19.2% |
| 6M | +10.3% | +50.9% | -40.6% | +6.3% |
| YTD | -9.9% | -10.5% | +0.6% | -10.0% |
| 1Y | -1.1% | -39.6% | +38.6% | +1.5% |
| 3Y | +13.0% | -1.4% | +14.5% | +10.4% |
| 5Y | -12.3% | +2.1% | -14.4% | -18.7% |
| All | -21.9% | +11.0% | -33.0% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling