+61.7%
DDOG vs IEF
-9.3%
+71.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +3.2% | -1.2% | +4.4% | +3.8% |
| 30D | -10.2% | -1.5% | -8.7% | -9.6% |
| 3M | -2.6% | -1.7% | -0.9% | -1.8% |
| 6M | +80.1% | -3.5% | +83.7% | +83.1% |
| YTD | +63.0% | -2.6% | +65.7% | +64.9% |
| 1Y | +59.4% | -2.4% | +61.8% | +61.0% |
| 3Y | +127.0% | +8.9% | +118.1% | +112.2% |
| 5Y | +61.7% | -9.2% | +70.9% | +61.3% |
| All | +61.7% | -9.3% | +71.0% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling