-82.0%
IRE vs DUOL
-53.2%
-28.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -5.2% | +15.5% | +11.2% |
| 7D | +58.9% | -7.8% | +66.7% | +61.1% |
| 30D | +17.2% | +11.8% | +5.3% | +13.0% |
| 3M | -58.6% | +24.1% | -82.7% | -63.0% |
| 6M | -23.5% | +43.6% | -67.1% | -40.0% |
| YTD | -47.4% | -16.6% | -30.8% | -33.8% |
| All | -82.0% | -53.2% | -28.9% | -57.7% |
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