+86.5%
IVV vs DUOL
-1.5%
+88.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.1% |
| 7D | -0.4% | -11.8% | +11.4% | +0.8% |
| 30D | -1.4% | +1.5% | -2.9% | -1.7% |
| 3M | +3.7% | +18.1% | -14.4% | +1.4% |
| 6M | +13.0% | +38.7% | -25.6% | +8.3% |
| YTD | +12.4% | -20.7% | +33.1% | +13.8% |
| 1Y | +18.6% | -49.1% | +67.7% | +24.7% |
| 3Y | +78.1% | -11.0% | +89.1% | +70.7% |
| 5Y | +82.3% | -18.0% | +100.2% | +61.3% |
| All | +86.5% | -1.5% | +88.1% | +64.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling