+28.3%
IWD vs DUOL
-49.2%
+77.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.5% |
| 7D | -1.2% | -11.8% | +10.6% | -0.9% |
| 30D | -1.6% | +1.5% | -3.1% | -1.7% |
| 3M | +7.0% | +18.1% | -11.1% | +6.5% |
| 6M | +17.0% | +38.7% | -21.7% | +15.6% |
| YTD | +21.6% | -20.7% | +42.3% | +23.0% |
| All | +28.3% | -49.2% | +77.5% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling