+25.2%
IGV vs DUOL
+2.7%
+22.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.5% |
| 7D | -5.4% | -8.6% | +3.2% | -3.6% |
| 30D | -2.6% | +7.2% | -9.8% | -4.4% |
| 3M | +10.5% | +19.1% | -8.5% | +5.6% |
| 6M | +18.2% | +52.5% | -34.3% | +6.8% |
| YTD | -4.2% | -17.3% | +13.1% | -2.6% |
| 1Y | -9.8% | -49.2% | +39.4% | -0.4% |
| 3Y | +39.1% | -7.3% | +46.4% | +27.4% |
| 5Y | +21.2% | -16.3% | +37.5% | -2.2% |
| All | +25.2% | +2.7% | +22.5% | +0.3% |
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 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