+4.7%
IQV vs DUOL
-1.5%
+6.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.3% |
| 7D | -2.6% | -11.8% | +9.2% | -1.1% |
| 30D | +6.2% | +1.5% | +4.7% | +5.8% |
| 3M | +38.0% | +18.1% | +19.8% | +34.8% |
| 6M | +43.9% | +38.7% | +5.3% | +37.6% |
| YTD | +14.0% | -20.7% | +34.7% | +15.6% |
| 1Y | +35.5% | -49.1% | +84.6% | +42.8% |
| 3Y | +20.3% | -11.0% | +31.4% | +12.8% |
| 5Y | -1.6% | -18.0% | +16.3% | -14.2% |
| All | +4.7% | -1.5% | +6.3% | -9.2% |
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 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