+178.7%
IVV vs DDOG
+345.2%
-166.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +0.1% | -16.9% | +17.0% | +2.5% |
| 30D | -3.3% | -38.8% | +35.4% | +3.1% |
| 3M | -2.4% | -23.2% | +20.8% | +0.3% |
| 6M | +2.6% | -10.3% | +12.9% | +2.2% |
| YTD | +11.3% | +32.1% | -20.8% | +2.7% |
| 1Y | +13.4% | -6.1% | +19.5% | +10.5% |
| 3Y | +80.3% | +79.2% | +1.1% | +53.9% |
| 5Y | +72.7% | -8.6% | +81.3% | +53.5% |
| All | +178.7% | +345.2% | -166.5% | +71.3% |
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