-98.0%
IRE vs DUOL
-47.1%
-50.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.0% | -19.4% | -14.5% |
| 7D | -31.8% | +3.0% | -34.9% | -31.9% |
| 30D | -71.8% | +18.3% | -90.1% | -71.2% |
| 3M | -88.9% | +14.7% | -103.6% | -88.8% |
| 6M | -95.4% | +57.5% | -152.8% | -96.1% |
| YTD | -94.2% | -5.8% | -88.4% | -92.6% |
| 1Y | -97.1% | -11.4% | -85.7% | -95.9% |
| All | -98.0% | -47.1% | -50.9% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling