-3.6%
DDOG vs IEF
-8.1%
+4.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | -2.0% | +4.8% | +3.5% |
| 30D | -31.6% | +0.7% | -32.3% | -32.0% |
| 3M | -27.0% | -2.5% | -24.5% | -26.4% |
| 6M | -10.3% | -2.6% | -7.7% | -9.5% |
| YTD | +35.4% | -3.2% | +38.6% | +36.9% |
| 1Y | -1.0% | -3.0% | +2.1% | 0.0% |
| 3Y | +76.7% | +10.5% | +66.1% | +63.2% |
| All | -3.6% | -8.1% | +4.5% | -15.9% |
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