+467.1%
DDOG vs IVZ
+165.8%
+301.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -10.1% | +0.6% | -10.8% | -10.3% |
| 30D | -24.8% | +4.0% | -28.8% | -25.7% |
| 3M | -12.6% | +18.2% | -30.8% | -17.8% |
| 6M | +79.9% | +32.8% | +47.1% | +61.1% |
| YTD | +56.6% | +28.7% | +27.8% | +41.8% |
| 1Y | +61.6% | +55.4% | +6.2% | +36.5% |
| 3Y | +117.9% | +135.2% | -17.3% | +55.0% |
| 5Y | +54.2% | +64.2% | -10.0% | +19.5% |
| All | +467.1% | +165.8% | +301.3% | +327.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling