+34.5%
IWM vs DUOL
+11.3%
+23.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | -1.1% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +0.6% | +12.4% | -11.7% | -1.3% |
| 3M | -7.8% | +16.9% | -24.7% | -10.3% |
| 6M | -1.0% | +48.5% | -49.5% | -7.4% |
| YTD | +13.9% | -10.3% | +24.2% | +13.1% |
| 1Y | +15.4% | -15.6% | +31.1% | +15.5% |
| 3Y | +70.2% | -25.6% | +95.8% | +65.0% |
| 5Y | +23.7% | +1.5% | +22.1% | +2.9% |
| All | +34.5% | +11.3% | +23.2% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling