-61.6%
IOVA vs DUOL
+7.6%
-69.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.6% | -0.9% |
| 7D | -7.0% | +1.8% | -8.8% | -7.4% |
| 30D | -44.4% | +11.1% | -55.5% | -46.2% |
| 3M | +24.7% | +21.2% | +3.5% | +17.8% |
| 6M | +118.6% | +56.1% | +62.6% | +89.9% |
| YTD | +196.3% | -6.5% | +202.8% | +188.4% |
| 1Y | +205.3% | -15.8% | +221.1% | +205.2% |
| 3Y | +103.8% | -22.4% | +126.2% | +81.7% |
| All | -61.6% | +7.6% | -69.2% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling