+40.1%
IWM vs DUOL
-6.6%
+46.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.8% | +0.2% |
| 7D | +1.4% | -7.8% | +9.2% | +2.4% |
| 30D | -2.3% | +11.8% | -14.1% | -4.0% |
| 3M | +4.0% | +24.1% | -20.1% | +0.3% |
| 6M | +17.9% | +43.6% | -25.7% | +10.8% |
| YTD | +20.2% | -16.6% | +36.8% | +21.3% |
| 1Y | +25.0% | -46.0% | +71.0% | +32.8% |
| 3Y | +66.0% | -6.5% | +72.5% | +55.1% |
| All | +40.1% | -6.6% | +46.7% | +17.9% |
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