+74.2%
IWD vs DUOL
-15.6%
+89.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -0.6% |
| 7D | -2.3% | -8.6% | +6.3% | -1.8% |
| 30D | -1.8% | +7.2% | -9.0% | -2.4% |
| 3M | +8.0% | +19.1% | -11.0% | +6.4% |
| 6M | +17.0% | +52.5% | -35.5% | +12.8% |
| YTD | +21.3% | -17.3% | +38.6% | +22.0% |
| 1Y | +27.9% | -49.2% | +77.2% | +32.8% |
| 3Y | +70.1% | -7.3% | +77.3% | +64.3% |
| 5Y | +74.2% | -16.3% | +90.4% | +58.0% |
| All | +74.2% | -15.6% | +89.8% | +58.0% |
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 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