+140.3%
IVZ vs DUOL
+3.9%
+136.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.4% |
| 7D | +0.6% | +5.1% | -4.5% | 0.0% |
| 30D | +4.0% | +14.1% | -10.1% | +2.0% |
| 3M | +18.2% | +41.5% | -23.3% | +11.9% |
| 6M | +32.8% | +60.6% | -27.8% | +22.5% |
| YTD | +28.7% | -12.0% | +40.7% | +29.5% |
| 1Y | +55.4% | -43.4% | +98.7% | +64.7% |
| All | +140.3% | +3.9% | +136.4% | +127.4% |
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