+79.3%
IREN vs DUOL
+5.1%
+74.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.8% |
| 7D | -1.9% | -7.0% | +5.1% | +0.4% |
| 30D | +0.4% | +6.7% | -6.4% | -3.1% |
| 3M | -22.7% | +16.0% | -38.7% | -29.5% |
| 6M | +4.4% | +45.4% | -41.0% | -14.8% |
| YTD | +16.0% | -18.1% | +34.2% | +17.8% |
| 1Y | +33.4% | -53.6% | +87.0% | +67.9% |
| 3Y | +948.6% | -11.0% | +959.5% | +768.9% |
| All | +79.3% | +5.1% | +74.2% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling