+10.1%
IWF vs DUOL
-43.9%
+53.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | +0.5% | +5.1% | -4.6% | +0.3% |
| 30D | -0.4% | +14.1% | -14.5% | -1.0% |
| 3M | -2.6% | +41.5% | -44.1% | -4.8% |
| 6M | +9.1% | +60.6% | -51.5% | +5.3% |
| YTD | +4.5% | -12.0% | +16.5% | +4.7% |
| 1Y | +10.1% | -43.4% | +53.4% | +13.5% |
| All | +10.1% | -43.9% | +53.9% | +13.5% |
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