+115.3%
DDOG vs IAU
+125.1%
-9.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.3% |
| 7D | -6.1% | +0.7% | -6.8% | -6.1% |
| 30D | -10.1% | +0.3% | -10.5% | -10.1% |
| 3M | -9.3% | +0.7% | -10.0% | -9.2% |
| 6M | +67.2% | -15.5% | +82.7% | +67.5% |
| YTD | +54.6% | +1.0% | +53.6% | +52.2% |
| 1Y | +54.1% | +19.6% | +34.5% | +48.8% |
| 3Y | +115.3% | +125.4% | -10.2% | +103.7% |
| All | +115.3% | +125.1% | -9.9% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling