+78.4%
IVV vs DDOG
+122.7%
-44.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | +0.1% | -10.1% | +10.3% | +1.2% |
| 30D | +0.1% | -24.8% | +24.9% | +2.7% |
| 3M | +2.0% | -12.6% | +14.6% | +2.8% |
| 6M | +13.0% | +79.9% | -66.9% | +3.2% |
| YTD | +13.6% | +56.6% | -43.0% | +5.2% |
| 1Y | +20.1% | +61.6% | -41.5% | +9.4% |
| All | +78.4% | +122.7% | -44.4% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling