-15.1%
IP vs DUOL
+9.2%
-24.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.4% |
| 7D | -5.3% | +5.1% | -10.4% | -5.6% |
| 30D | -10.9% | +14.1% | -25.0% | -11.8% |
| 3M | +11.2% | +41.5% | -30.3% | +8.1% |
| 6M | -10.2% | +60.6% | -70.8% | -13.8% |
| YTD | -2.0% | -12.0% | +10.0% | -1.7% |
| 1Y | -19.1% | -43.4% | +24.3% | -16.4% |
| 3Y | +20.9% | +3.7% | +17.1% | +17.8% |
| 5Y | -17.8% | -5.3% | -12.5% | -23.1% |
| All | -15.1% | +9.2% | -24.3% | -19.8% |
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