+48.9%
IVZ vs DUOL
+9.1%
+39.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.8% | +10.6% | +7.3% |
| 7D | +4.1% | +14.0% | -9.9% | +1.9% |
| 30D | -2.0% | +2.9% | -4.9% | -2.8% |
| 3M | -7.8% | +17.8% | -25.7% | -10.7% |
| 6M | +6.3% | +42.8% | -36.5% | -0.5% |
| YTD | +12.6% | -12.1% | +24.7% | +12.1% |
| 1Y | +27.6% | -23.3% | +51.0% | +29.5% |
| 3Y | +154.0% | -24.0% | +178.1% | +147.0% |
| 5Y | +37.3% | +5.1% | +32.2% | +13.1% |
| All | +48.9% | +9.1% | +39.8% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling