+82.2%
IVV vs DDOG
+54.5%
+27.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +0.5% | -6.1% | +6.6% | +1.4% |
| 30D | -1.0% | -10.1% | +9.2% | +0.2% |
| 3M | +3.9% | -9.3% | +13.1% | +4.3% |
| 6M | +14.5% | +67.2% | -52.7% | +3.3% |
| YTD | +12.9% | +54.6% | -41.7% | +2.5% |
| 1Y | +19.4% | +54.1% | -34.7% | +7.4% |
| 3Y | +78.8% | +115.3% | -36.5% | +47.5% |
| 5Y | +82.2% | +50.6% | +31.6% | +50.2% |
| All | +82.2% | +54.5% | +27.6% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling