+152.5%
IVZ vs DUOL
-20.2%
+172.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.7% | +1.7% |
| 7D | +7.6% | +3.0% | +4.6% | +7.1% |
| 30D | +4.3% | +18.3% | -14.0% | +1.6% |
| 3M | -9.3% | +14.7% | -24.1% | -11.7% |
| 6M | +5.2% | +57.5% | -52.2% | -2.9% |
| YTD | +13.4% | -5.8% | +19.3% | +12.5% |
| 1Y | +25.4% | -11.4% | +36.8% | +25.4% |
| 3Y | +152.5% | -22.5% | +175.0% | +151.6% |
| All | +152.5% | -20.2% | +172.7% | +151.6% |
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