+106.4%
DDOG vs IYR
+30.6%
+75.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -6.1% | -0.4% | -5.7% | -5.9% |
| 30D | -10.1% | -2.5% | -7.6% | -9.4% |
| 3M | -9.3% | +1.5% | -10.7% | -9.8% |
| 6M | +67.2% | +3.9% | +63.3% | +63.4% |
| YTD | +54.6% | +9.5% | +45.1% | +47.2% |
| 1Y | +54.1% | +7.5% | +46.6% | +47.9% |
| All | +106.4% | +30.6% | +75.7% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling