+61.7%
DDOG vs IEFA
+48.7%
+13.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.5% |
| 7D | +3.2% | -2.4% | +5.7% | +6.3% |
| 30D | -10.2% | -2.1% | -8.0% | -7.9% |
| 3M | -2.6% | +5.5% | -8.1% | -9.6% |
| 6M | +80.1% | +8.1% | +72.0% | +58.9% |
| YTD | +63.0% | +11.9% | +51.1% | +36.5% |
| 1Y | +59.4% | +18.1% | +41.3% | +23.7% |
| 3Y | +127.0% | +65.5% | +61.6% | +1.6% |
| 5Y | +61.7% | +50.1% | +11.6% | -13.7% |
| All | +61.7% | +48.7% | +13.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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