+65.3%
IVZ vs DUOL
-1.5%
+66.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.1% |
| 7D | +1.2% | -11.8% | +13.0% | +2.9% |
| 30D | +1.8% | +1.5% | +0.3% | +1.3% |
| 3M | +15.7% | +18.1% | -2.4% | +12.1% |
| 6M | +36.3% | +38.7% | -2.3% | +28.1% |
| YTD | +24.9% | -20.7% | +45.6% | +26.9% |
| 1Y | +48.9% | -49.1% | +98.0% | +59.6% |
| 3Y | +136.8% | -11.0% | +147.8% | +124.9% |
| 5Y | +60.0% | -18.0% | +77.9% | +35.1% |
| All | +65.3% | -1.5% | +66.8% | +41.7% |
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