+222.4%
IRM vs DUOL
-1.5%
+223.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.1% | -0.3% |
| 7D | +3.0% | -11.8% | +14.8% | +4.2% |
| 30D | -5.2% | +1.5% | -6.7% | -5.6% |
| 3M | -8.0% | +18.1% | -26.2% | -10.0% |
| 6M | +9.2% | +38.7% | -29.5% | +4.6% |
| YTD | +41.0% | -20.7% | +61.7% | +42.5% |
| 1Y | +23.3% | -49.1% | +72.3% | +29.2% |
| 3Y | +102.8% | -11.0% | +113.9% | +97.1% |
| 5Y | +192.8% | -18.0% | +210.8% | +163.5% |
| All | +222.4% | -1.5% | +223.9% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling