+76.5%
IWD vs DUOL
+1.6%
+74.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -0.8% | -7.0% | +6.2% | -0.3% |
| 30D | -0.8% | +6.7% | -7.6% | -1.4% |
| 3M | +6.9% | +16.0% | -9.1% | +5.5% |
| 6M | +18.3% | +45.4% | -27.1% | +14.6% |
| YTD | +22.4% | -18.1% | +40.5% | +23.1% |
| 1Y | +27.4% | -53.6% | +81.0% | +33.0% |
| 3Y | +71.2% | -11.0% | +82.1% | +66.2% |
| 5Y | +75.7% | -17.1% | +92.8% | +60.1% |
| All | +76.5% | +1.6% | +74.9% | +61.2% |
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 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