+115.3%
DDOG vs IAG
+797.8%
-682.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | -6.1% | +4.3% | -10.3% | -6.3% |
| 30D | -10.1% | +9.8% | -19.9% | -10.7% |
| 3M | -9.3% | +28.9% | -38.2% | -11.0% |
| 6M | +67.2% | -7.6% | +74.8% | +67.4% |
| YTD | +54.6% | +22.0% | +32.6% | +50.1% |
| 1Y | +54.1% | +99.5% | -45.4% | +42.7% |
| 3Y | +115.3% | +818.3% | -703.0% | +82.7% |
| All | +115.3% | +797.8% | -682.5% | +82.7% |
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 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