-66.1%
IOVA vs DUOL
+16.9%
-83.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +0.7% |
| 7D | -3.5% | +3.0% | -6.5% | -4.1% |
| 30D | -45.4% | +18.3% | -63.7% | -47.7% |
| 3M | +19.0% | +14.7% | +4.3% | +14.2% |
| 6M | +112.0% | +57.5% | +54.6% | +85.1% |
| YTD | +184.2% | -5.8% | +190.1% | +176.4% |
| 1Y | +222.0% | -11.4% | +233.4% | +217.5% |
| 3Y | +92.6% | -22.5% | +115.1% | +74.6% |
| 5Y | -63.2% | +6.6% | -69.8% | -76.1% |
| All | -66.1% | +16.9% | -83.1% | -78.7% |
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