+490.5%
DDOG vs IAU
+182.8%
+307.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +3.2% | -3.4% | +6.6% | +4.0% |
| 30D | -10.2% | -1.1% | -9.0% | -10.0% |
| 3M | -2.6% | +5.8% | -8.4% | -3.8% |
| 6M | +80.1% | -16.9% | +97.1% | +87.2% |
| YTD | +63.0% | +0.1% | +62.9% | +58.9% |
| 1Y | +59.4% | +18.4% | +41.0% | +46.2% |
| 3Y | +127.0% | +123.6% | +3.5% | +57.5% |
| 5Y | +61.7% | +138.7% | -77.1% | +5.9% |
| All | +490.5% | +182.8% | +307.7% | +293.8% |
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