+499.9%
DDOG vs IJR
+98.3%
+401.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.2% | +8.0% |
| 7D | +7.7% | -1.1% | +8.8% | +8.5% |
| 30D | -13.6% | -3.6% | -10.0% | -11.2% |
| 3M | -0.9% | +2.3% | -3.2% | -2.6% |
| 6M | +75.2% | +14.3% | +60.9% | +57.3% |
| YTD | +65.7% | +19.3% | +46.4% | +43.8% |
| 1Y | +60.4% | +22.6% | +37.8% | +35.9% |
| 3Y | +130.7% | +53.5% | +77.1% | +62.3% |
| 5Y | +59.9% | +39.9% | +19.9% | +23.7% |
| All | +499.9% | +98.3% | +401.6% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling