+73.4%
IWF vs DUOL
-15.6%
+89.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.5% |
| 7D | -1.7% | -8.6% | +6.9% | -0.6% |
| 30D | -1.8% | +7.2% | -9.0% | -3.1% |
| 3M | +1.5% | +19.1% | -17.6% | -1.9% |
| 6M | +7.7% | +52.5% | -44.8% | -0.1% |
| YTD | +2.7% | -17.3% | +20.0% | +3.7% |
| 1Y | +6.8% | -49.2% | +56.0% | +14.7% |
| 3Y | +76.9% | -7.3% | +84.1% | +64.8% |
| 5Y | +73.4% | -16.3% | +89.7% | +44.4% |
| All | +73.4% | -15.6% | +89.0% | +44.4% |
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