-61.6%
IOVA vs DUOL
+9.2%
-70.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.6% |
| 7D | +9.7% | +5.1% | +4.6% | +8.5% |
| 30D | +102.5% | +14.1% | +88.4% | +94.9% |
| 3M | +100.7% | +41.5% | +59.2% | +81.8% |
| 6M | +106.3% | +60.6% | +45.7% | +78.6% |
| YTD | +222.0% | -12.0% | +234.0% | +220.8% |
| 1Y | +299.5% | -43.4% | +342.9% | +333.7% |
| 3Y | +42.9% | +3.7% | +39.2% | +15.6% |
| 5Y | -65.0% | -5.3% | -59.7% | -76.7% |
| All | -61.6% | +9.2% | -70.9% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling