+59.9%
DDOG vs IYR
+4.2%
+55.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.3% | +8.2% |
| 7D | +7.7% | -0.9% | +8.6% | +8.5% |
| 30D | -13.6% | -2.4% | -11.3% | -11.8% |
| 3M | -0.9% | -2.0% | +1.1% | +0.5% |
| 6M | +75.2% | +2.5% | +72.7% | +68.2% |
| YTD | +65.7% | +8.3% | +57.3% | +49.6% |
| 1Y | +60.4% | +6.5% | +53.9% | +46.9% |
| 3Y | +130.7% | +29.3% | +101.3% | +60.1% |
| 5Y | +59.9% | +5.7% | +54.2% | +56.9% |
| All | +59.9% | +4.2% | +55.7% | +56.9% |
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