+177.7%
IVV vs DDOG
+342.1%
-164.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.6% | -19.1% | +18.5% | +2.2% |
| 30D | -3.7% | -39.2% | +35.5% | +2.8% |
| 3M | -2.7% | -31.6% | +28.9% | +1.8% |
| 6M | +2.2% | -10.9% | +13.1% | +1.9% |
| YTD | +10.9% | +31.2% | -20.3% | +2.4% |
| 1Y | +11.3% | -10.7% | +22.0% | +9.2% |
| 3Y | +76.9% | +72.1% | +4.8% | +51.9% |
| 5Y | +73.5% | -5.5% | +79.0% | +53.4% |
| All | +177.7% | +342.1% | -164.4% | +70.9% |
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