-97.2%
IRE vs DUOL
-50.6%
-46.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.4% | -2.4% |
| 7D | -15.5% | +14.0% | -29.5% | -14.5% |
| 30D | -70.4% | +2.9% | -73.3% | -69.5% |
| 3M | -81.6% | +17.8% | -99.5% | -81.8% |
| 6M | -94.7% | +42.8% | -137.5% | -95.4% |
| YTD | -91.8% | -12.1% | -79.6% | -89.4% |
| 1Y | -97.6% | -23.3% | -74.2% | -96.3% |
| All | -97.2% | -50.6% | -46.5% | -93.2% |
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