+61.6%
DDOG vs IJR
+25.5%
+36.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -10.1% | -0.2% | -10.0% | -10.1% |
| 30D | -24.8% | -2.4% | -22.4% | -24.0% |
| 3M | -12.6% | +3.9% | -16.5% | -13.4% |
| 6M | +79.9% | +12.4% | +67.6% | +70.1% |
| YTD | +56.6% | +21.5% | +35.1% | +44.1% |
| 1Y | +61.6% | +24.0% | +37.6% | +48.0% |
| All | +61.6% | +25.5% | +36.1% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling