+59.4%
DDOG vs IVZ
+48.1%
+11.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +3.2% | -2.4% | +5.6% | +4.0% |
| 30D | -10.2% | +2.5% | -12.7% | -10.7% |
| 3M | -2.6% | +17.1% | -19.7% | -7.0% |
| 6M | +80.1% | +35.1% | +45.0% | +59.6% |
| YTD | +63.0% | +24.3% | +38.7% | +50.7% |
| 1Y | +59.4% | +48.7% | +10.7% | +34.7% |
| All | +59.4% | +48.1% | +11.2% | +34.7% |
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