+27.0%
IGV vs DUOL
+3.5%
+23.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -0.7% |
| 7D | -3.3% | -7.8% | +4.5% | -1.7% |
| 30D | 0.0% | +11.8% | -11.9% | -2.6% |
| 3M | +7.3% | +24.1% | -16.8% | +1.7% |
| 6M | +16.7% | +43.6% | -26.9% | +6.8% |
| YTD | -2.8% | -16.6% | +13.7% | -1.3% |
| 1Y | -6.7% | -46.0% | +39.4% | +1.8% |
| 3Y | +41.1% | -6.5% | +47.6% | +29.1% |
| 5Y | +22.0% | -7.4% | +29.4% | -2.0% |
| All | +27.0% | +3.5% | +23.5% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling