+128.7%
IVZ vs DUOL
-0.2%
+128.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -2.4% | +21.9% | -24.4% | -5.0% |
| 30D | -11.2% | +5.7% | -16.9% | -12.1% |
| 3M | -14.0% | +30.9% | -44.8% | -17.4% |
| 6M | +0.5% | +52.8% | -52.3% | -6.4% |
| YTD | +5.4% | -8.6% | +14.0% | +5.0% |
| 1Y | +19.5% | -17.2% | +36.7% | +20.4% |
| 3Y | +128.7% | +2.0% | +126.7% | +134.5% |
| All | +128.7% | -0.2% | +128.9% | +134.5% |
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