+459.9%
DDOG vs IEFA
+101.5%
+358.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.7% |
| 7D | -6.1% | +1.2% | -7.2% | -7.2% |
| 30D | -10.1% | -0.6% | -9.5% | -9.7% |
| 3M | -9.3% | +6.2% | -15.5% | -15.1% |
| 6M | +67.2% | +11.2% | +56.0% | +46.9% |
| YTD | +54.6% | +14.2% | +40.4% | +31.7% |
| 1Y | +54.1% | +20.0% | +34.1% | +24.3% |
| 3Y | +115.3% | +68.8% | +46.5% | +17.1% |
| 5Y | +50.6% | +52.7% | -2.0% | -8.4% |
| All | +459.9% | +101.5% | +358.3% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling