+390.4%
DDOG vs IAG
+385.2%
+5.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | +2.9% | -7.7% | +10.5% | +3.7% |
| 30D | -31.6% | +1.6% | -33.2% | -31.9% |
| 3M | -27.0% | -2.4% | -24.6% | -27.2% |
| 6M | -10.3% | -7.8% | -2.5% | -10.5% |
| YTD | +35.4% | +5.0% | +30.4% | +31.1% |
| 1Y | -1.0% | +25.7% | -26.7% | -6.5% |
| 3Y | +76.7% | +694.5% | -617.8% | +25.4% |
| 5Y | -4.6% | +421.7% | -426.3% | -32.2% |
| All | +390.4% | +385.2% | +5.3% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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