+6.1%
IYR vs DUOL
-15.6%
+21.7%
-33.7%
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% | -1.2% |
| 7D | -2.8% | -8.6% | +5.8% | -2.2% |
| 30D | -2.5% | +7.2% | -9.7% | -3.2% |
| 3M | -3.0% | +19.1% | -22.0% | -4.6% |
| 6M | +1.6% | +52.5% | -50.9% | -2.2% |
| YTD | +7.3% | -17.3% | +24.6% | +8.0% |
| 1Y | +5.6% | -49.2% | +54.8% | +10.0% |
| 3Y | +28.1% | -7.3% | +35.4% | +22.3% |
| 5Y | +6.1% | -16.3% | +22.4% | -6.3% |
| All | +6.1% | -15.6% | +21.7% | -6.3% |
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