+76.7%
DDOG vs IAG
+663.0%
-586.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.2% |
| 7D | +2.9% | -7.7% | +10.5% | +3.4% |
| 30D | -31.6% | +1.6% | -33.2% | -31.8% |
| 3M | -27.0% | -2.4% | -24.6% | -27.0% |
| 6M | -10.3% | -7.8% | -2.5% | -10.2% |
| YTD | +35.4% | +5.0% | +30.4% | +32.0% |
| 1Y | -1.0% | +25.7% | -26.7% | -5.5% |
| 3Y | +76.7% | +694.5% | -617.8% | +36.3% |
| All | +76.7% | +663.0% | -586.3% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling