+63.6%
DDOG vs IJR
+39.9%
+23.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.8% |
| 7D | +3.9% | -2.2% | +6.1% | +6.3% |
| 30D | -8.2% | -4.6% | -3.6% | -3.4% |
| 3M | -5.6% | +0.2% | -5.8% | -5.9% |
| 6M | +73.5% | +14.7% | +58.8% | +47.5% |
| YTD | +62.7% | +18.9% | +43.8% | +32.5% |
| 1Y | +59.0% | +19.9% | +39.0% | +27.5% |
| 3Y | +117.1% | +53.0% | +64.1% | +20.4% |
| All | +63.6% | +39.9% | +23.6% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling