+467.1%
DDOG vs IAG
+473.7%
-6.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -10.1% | -0.5% | -9.6% | -10.1% |
| 30D | -24.8% | +28.9% | -53.7% | -27.2% |
| 3M | -12.6% | +19.1% | -31.7% | -14.9% |
| 6M | +79.9% | -10.3% | +90.2% | +80.1% |
| YTD | +56.6% | +24.2% | +32.4% | +49.2% |
| 1Y | +61.6% | +116.5% | -54.9% | +42.4% |
| 3Y | +117.9% | +742.8% | -624.9% | +53.9% |
| 5Y | +54.2% | +753.3% | -699.1% | +3.2% |
| All | +467.1% | +473.7% | -6.6% | +286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling