+74.2%
IWD vs DUOL
-5.7%
+79.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.3% | +0.1% |
| 7D | -0.6% | +1.8% | -2.3% | -0.7% |
| 30D | +3.6% | +11.1% | -7.5% | +2.5% |
| 3M | +2.7% | +21.2% | -18.5% | +0.8% |
| 6M | +13.2% | +56.1% | -42.9% | +8.6% |
| YTD | +26.8% | -6.5% | +33.2% | +26.0% |
| 1Y | +29.3% | -15.8% | +45.1% | +29.5% |
| 3Y | +85.1% | -22.4% | +107.6% | +81.1% |
| 5Y | +74.2% | +8.3% | +65.9% | +57.3% |
| All | +74.2% | -5.7% | +79.9% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling