+390.4%
DDOG vs IYR
+32.4%
+358.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | +0.6% | +2.3% | +2.4% |
| 30D | -31.6% | +6.6% | -38.2% | -35.1% |
| 3M | -27.0% | -1.8% | -25.2% | -26.6% |
| 6M | -10.3% | +1.4% | -11.7% | -12.4% |
| YTD | +35.4% | +10.5% | +24.9% | +23.2% |
| 1Y | -1.0% | +10.6% | -11.6% | -10.0% |
| 3Y | +76.7% | +41.8% | +34.8% | +29.5% |
| 5Y | -4.6% | +6.0% | -10.6% | -11.6% |
| All | +390.4% | +32.4% | +358.0% | +276.7% |
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