+39.5%
IVZ vs DUOL
+13.5%
+26.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -2.4% | +21.9% | -24.4% | -5.3% |
| 30D | -11.2% | +5.7% | -16.9% | -12.2% |
| 3M | -14.0% | +30.9% | -44.8% | -17.8% |
| 6M | +0.5% | +52.8% | -52.3% | -7.0% |
| YTD | +5.4% | -8.6% | +14.0% | +4.5% |
| 1Y | +19.5% | -17.2% | +36.7% | +19.9% |
| 3Y | +128.7% | +2.0% | +126.7% | +112.6% |
| 5Y | +28.8% | +4.4% | +24.4% | +5.4% |
| All | +39.5% | +13.5% | +26.0% | +16.7% |
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