+87.3%
IVV vs DUOL
+3.5%
+83.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.1% |
| 7D | +0.5% | -7.8% | +8.3% | +1.3% |
| 30D | -1.0% | +11.8% | -12.8% | -2.2% |
| 3M | +3.9% | +24.1% | -20.2% | +1.1% |
| 6M | +14.5% | +43.6% | -29.1% | +9.4% |
| YTD | +12.9% | -16.6% | +29.5% | +13.7% |
| 1Y | +19.4% | -46.0% | +65.4% | +24.8% |
| 3Y | +78.8% | -6.5% | +85.3% | +70.6% |
| 5Y | +82.2% | -7.4% | +89.6% | +60.5% |
| All | +87.3% | +3.5% | +83.8% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling