+46.2%
IOVA vs DUOL
-5.7%
+51.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.6% |
| 7D | +5.1% | -7.8% | +12.9% | +5.7% |
| 30D | +37.2% | +11.8% | +25.4% | +35.9% |
| 3M | +117.5% | +24.1% | +93.4% | +111.3% |
| 6M | +69.6% | +43.6% | +26.0% | +60.3% |
| YTD | +218.7% | -16.6% | +235.3% | +224.0% |
| 1Y | +265.5% | -46.0% | +311.6% | +292.4% |
| 3Y | +46.2% | -6.5% | +52.7% | +24.4% |
| All | +46.2% | -5.7% | +51.9% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling