-62.5%
IOVA vs DUOL
+1.6%
-64.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.9% |
| 7D | -2.2% | -7.0% | +4.8% | -0.8% |
| 30D | +27.6% | +6.7% | +20.9% | +25.3% |
| 3M | +117.2% | +16.0% | +101.2% | +106.1% |
| 6M | +77.7% | +45.4% | +32.3% | +57.1% |
| YTD | +215.0% | -18.1% | +233.1% | +218.3% |
| 1Y | +255.4% | -53.6% | +308.9% | +307.1% |
| 3Y | +42.6% | -11.0% | +53.6% | +20.4% |
| 5Y | -62.2% | -17.1% | -45.1% | -74.1% |
| All | -62.5% | +1.6% | -64.1% | -75.5% |
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