+222.3%
IRM vs DUOL
+1.6%
+220.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | -1.4% | -7.0% | +5.5% | -0.8% |
| 30D | -7.4% | +6.7% | -14.1% | -8.2% |
| 3M | -7.4% | +16.0% | -23.4% | -9.2% |
| 6M | +8.7% | +45.4% | -36.7% | +3.7% |
| YTD | +40.9% | -18.1% | +59.1% | +42.0% |
| 1Y | +20.5% | -53.6% | +74.1% | +27.6% |
| 3Y | +101.7% | -11.0% | +112.7% | +95.9% |
| 5Y | +197.7% | -17.1% | +214.8% | +167.1% |
| All | +222.3% | +1.6% | +220.7% | +185.8% |
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 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