+76.7%
DDOG vs IVZ
+152.3%
-75.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -1.1% |
| 7D | +2.9% | +7.6% | -4.7% | -0.2% |
| 30D | -31.6% | +4.3% | -36.0% | -32.8% |
| 3M | -27.0% | -9.3% | -17.6% | -24.3% |
| 6M | -10.3% | +5.2% | -15.5% | -12.8% |
| YTD | +35.4% | +13.4% | +22.0% | +26.8% |
| 1Y | -1.0% | +25.4% | -26.4% | -11.4% |
| 3Y | +76.7% | +152.5% | -75.8% | +8.8% |
| All | +76.7% | +152.3% | -75.6% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling