+172.3%
IVV vs DDOG
+343.7%
-171.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | 0.0% |
| 7D | -2.7% | -23.9% | +21.2% | +0.8% |
| 30D | -5.4% | -34.0% | +28.6% | -0.2% |
| 3M | -4.1% | -21.9% | +17.9% | -1.6% |
| 6M | +0.7% | +24.6% | -23.9% | -5.2% |
| YTD | +8.7% | +31.7% | -22.9% | +0.4% |
| 1Y | +11.0% | -6.2% | +17.1% | +8.1% |
| 3Y | +75.4% | +125.1% | -49.6% | +43.6% |
| 5Y | +68.3% | -3.5% | +71.8% | +48.4% |
| All | +172.3% | +343.7% | -171.4% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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