+100.7%
IOVA vs DUOL
-20.7%
+121.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.6% | -0.2% |
| 7D | -7.0% | +1.8% | -8.8% | -7.1% |
| 30D | -44.4% | +11.1% | -55.5% | -44.9% |
| 3M | +24.7% | +21.2% | +3.5% | +22.5% |
| 6M | +118.6% | +56.1% | +62.6% | +106.7% |
| YTD | +196.3% | -6.5% | +202.8% | +198.3% |
| 1Y | +205.3% | -15.8% | +221.1% | +212.1% |
| All | +100.7% | -20.7% | +121.5% | +111.7% |
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 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