+391.0%
DDOG vs IAU
+160.5%
+230.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.6% |
| 7D | -2.3% | -2.0% | -0.3% | -2.0% |
| 30D | -35.8% | -4.4% | -31.4% | -35.2% |
| 3M | -25.3% | -8.9% | -16.4% | -24.0% |
| 6M | -8.9% | -15.9% | +7.1% | -5.8% |
| YTD | +35.6% | -7.8% | +43.3% | +34.2% |
| 1Y | -6.8% | -3.8% | -3.0% | -9.1% |
| 3Y | +77.9% | +104.3% | -26.5% | +26.0% |
| 5Y | -3.1% | +111.2% | -114.3% | -34.3% |
| All | +391.0% | +160.5% | +230.5% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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