+490.5%
DDOG vs IYR
+28.6%
+461.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -0.9% |
| 7D | +3.2% | -2.8% | +6.1% | +5.3% |
| 30D | -10.2% | -2.5% | -7.6% | -8.6% |
| 3M | -2.6% | -3.0% | +0.4% | -0.8% |
| 6M | +80.1% | +1.6% | +78.5% | +76.0% |
| YTD | +63.0% | +7.3% | +55.7% | +52.5% |
| 1Y | +59.4% | +5.6% | +53.7% | +50.5% |
| 3Y | +127.0% | +28.1% | +98.9% | +81.0% |
| 5Y | +61.7% | +6.1% | +55.6% | +51.7% |
| All | +490.5% | +28.6% | +461.9% | +366.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling