+467.1%
DDOG vs IEF
-1.7%
+468.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -10.1% | -0.3% | -9.9% | -10.1% |
| 30D | -24.8% | -0.8% | -24.0% | -24.7% |
| 3M | -12.6% | -1.0% | -11.6% | -12.4% |
| 6M | +79.9% | -2.8% | +82.7% | +81.0% |
| YTD | +56.6% | -1.5% | +58.1% | +57.0% |
| 1Y | +61.6% | -0.4% | +62.0% | +61.7% |
| 3Y | +117.9% | +9.7% | +108.2% | +110.6% |
| 5Y | +54.2% | -8.3% | +62.6% | +37.4% |
| All | +467.1% | -1.7% | +468.8% | +452.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling