+79.7%
IWF vs DUOL
+3.5%
+76.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.4% |
| 7D | +1.5% | -7.8% | +9.3% | +2.6% |
| 30D | -1.3% | +11.8% | -13.1% | -3.0% |
| 3M | +0.1% | +24.1% | -24.0% | -3.7% |
| 6M | +10.3% | +43.6% | -33.4% | +3.3% |
| YTD | +4.2% | -16.6% | +20.7% | +5.1% |
| 1Y | +9.3% | -46.0% | +55.3% | +16.2% |
| 3Y | +79.3% | -6.5% | +85.8% | +67.6% |
| 5Y | +73.8% | -7.4% | +81.2% | +46.0% |
| All | +79.7% | +3.5% | +76.2% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling