+88.4%
IVV vs DUOL
+9.2%
+79.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | +0.1% | +5.1% | -5.0% | -0.4% |
| 30D | +0.1% | +14.1% | -14.1% | -1.4% |
| 3M | +2.0% | +41.5% | -39.5% | -2.0% |
| 6M | +13.0% | +60.6% | -47.6% | +6.8% |
| YTD | +13.6% | -12.0% | +25.6% | +13.8% |
| 1Y | +20.1% | -43.4% | +63.4% | +25.0% |
| 3Y | +77.6% | +3.7% | +73.9% | +67.7% |
| 5Y | +82.5% | -5.3% | +87.7% | +60.0% |
| All | +88.4% | +9.2% | +79.2% | +64.6% |
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 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