+40.1%
IWM vs DUOL
-1.5%
+41.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.8% |
| 7D | -1.1% | -11.8% | +10.6% | +0.4% |
| 30D | -3.1% | +1.5% | -4.6% | -3.5% |
| 3M | +2.2% | +18.1% | -15.9% | -0.7% |
| 6M | +15.1% | +38.7% | -23.6% | +8.7% |
| YTD | +18.6% | -20.7% | +39.2% | +20.3% |
| 1Y | +24.0% | -49.1% | +73.1% | +32.5% |
| 3Y | +63.7% | -11.0% | +74.7% | +54.4% |
| 5Y | +38.2% | -18.0% | +56.2% | +17.7% |
| All | +40.1% | -1.5% | +41.6% | +18.6% |
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