+50.6%
DDOG vs IVZ
+63.4%
-12.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.1% |
| 7D | -6.1% | +1.1% | -7.2% | -6.6% |
| 30D | -10.1% | +3.1% | -13.2% | -11.5% |
| 3M | -9.3% | +18.2% | -27.4% | -17.6% |
| 6M | +67.2% | +38.6% | +28.6% | +37.2% |
| YTD | +54.6% | +25.9% | +28.7% | +33.5% |
| 1Y | +54.1% | +51.7% | +2.4% | +18.8% |
| 3Y | +115.3% | +138.7% | -23.4% | +17.9% |
| 5Y | +50.6% | +62.8% | -12.2% | +1.2% |
| All | +50.6% | +63.4% | -12.8% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling