+490.5%
DDOG vs IAG
+462.7%
+27.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | +3.2% | -4.1% | +7.3% | +3.7% |
| 30D | -10.2% | +10.6% | -20.8% | -11.4% |
| 3M | -2.6% | +35.4% | -38.0% | -6.5% |
| 6M | +80.1% | -9.5% | +89.7% | +80.1% |
| YTD | +63.0% | +21.8% | +41.2% | +55.7% |
| 1Y | +59.4% | +84.1% | -24.8% | +43.5% |
| 3Y | +127.0% | +817.4% | -690.3% | +58.3% |
| 5Y | +61.7% | +830.1% | -768.4% | +6.9% |
| All | +490.5% | +462.7% | +27.7% | +303.5% |
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