+75.4%
IVV vs DUOL
-0.2%
+75.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | +0.2% |
| 7D | -2.7% | +21.9% | -24.6% | -4.4% |
| 30D | -5.4% | +5.7% | -11.1% | -6.0% |
| 3M | -4.1% | +30.9% | -34.9% | -6.6% |
| 6M | +0.7% | +52.8% | -52.0% | -3.9% |
| YTD | +8.7% | -8.6% | +17.3% | +8.6% |
| 1Y | +11.0% | -17.2% | +28.2% | +11.7% |
| 3Y | +75.4% | +2.0% | +73.5% | +74.6% |
| All | +75.4% | -0.2% | +75.7% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling