+117.6%
DDOG vs IJR
+51.3%
+66.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | +3.2% | -2.3% | +5.6% | +4.9% |
| 30D | -10.2% | -4.7% | -5.5% | -7.1% |
| 3M | -2.6% | +2.1% | -4.7% | -4.0% |
| 6M | +80.1% | +13.9% | +66.3% | +63.1% |
| YTD | +63.0% | +18.2% | +44.8% | +43.5% |
| 1Y | +59.4% | +21.8% | +37.5% | +36.8% |
| All | +117.6% | +51.3% | +66.4% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling