-63.8%
IOVA vs DUOL
-6.6%
-57.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | +0.1% |
| 7D | +5.1% | -7.8% | +12.9% | +6.8% |
| 30D | +37.2% | +11.8% | +25.4% | +33.5% |
| 3M | +117.5% | +24.1% | +93.4% | +103.3% |
| 6M | +69.6% | +43.6% | +26.0% | +50.5% |
| YTD | +218.7% | -16.6% | +235.3% | +221.1% |
| 1Y | +265.5% | -46.0% | +311.6% | +300.9% |
| 3Y | +46.2% | -6.5% | +52.7% | +21.3% |
| All | -63.8% | -6.6% | -57.2% | -76.2% |
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