+19.8%
DDOG vs IVZ
+30.5%
-10.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.2% | -18.6% | -15.6% |
| 7D | -32.2% | +2.6% | -34.9% | -32.7% |
| 30D | -31.7% | -3.5% | -28.3% | -31.0% |
| 3M | -34.5% | -7.4% | -27.1% | -33.0% |
| 6M | +28.7% | +14.7% | +13.9% | +22.9% |
| YTD | +38.8% | +14.6% | +24.2% | +33.7% |
| 1Y | +19.8% | +30.7% | -10.9% | +12.8% |
| All | +19.8% | +30.5% | -10.7% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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