+71.5%
IWD vs DUOL
-5.7%
+77.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.5% |
| 7D | -0.2% | -7.8% | +7.6% | +0.3% |
| 30D | -0.8% | +11.8% | -12.6% | -1.5% |
| 3M | +8.0% | +24.1% | -16.1% | +6.4% |
| 6M | +18.2% | +43.6% | -25.4% | +15.1% |
| YTD | +22.3% | -16.6% | +38.9% | +23.2% |
| 1Y | +28.9% | -46.0% | +74.9% | +33.0% |
| 3Y | +71.5% | -6.5% | +78.0% | +68.1% |
| All | +71.5% | -5.7% | +77.2% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling