+59.9%
DDOG vs IAU
+141.6%
-81.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +7.0% |
| 7D | +7.7% | +0.2% | +7.5% | +7.7% |
| 30D | -13.6% | +0.2% | -13.8% | -13.6% |
| 3M | -0.9% | +3.3% | -4.2% | -1.4% |
| 6M | +75.2% | -14.6% | +89.8% | +79.1% |
| YTD | +65.7% | +1.9% | +63.8% | +61.3% |
| 1Y | +60.4% | +20.9% | +39.5% | +48.3% |
| 3Y | +130.7% | +127.5% | +3.2% | +63.5% |
| 5Y | +59.9% | +141.9% | -82.0% | -3.6% |
| All | +59.9% | +141.6% | -81.7% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling