-4.4%
DDOG vs IYR
+5.7%
-10.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.6% |
| 7D | +5.6% | -0.1% | +5.8% | +5.7% |
| 30D | -34.9% | +5.7% | -40.6% | -38.6% |
| 3M | -23.4% | -0.6% | -22.8% | -23.7% |
| 6M | -7.7% | +0.5% | -8.3% | -9.9% |
| YTD | +35.6% | +10.4% | +25.2% | +19.4% |
| 1Y | -3.4% | +9.2% | -12.6% | -14.0% |
| 3Y | +78.0% | +40.5% | +37.4% | +10.6% |
| 5Y | -4.4% | +5.9% | -10.4% | -5.5% |
| All | -4.4% | +5.7% | -10.1% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling