-5.5%
DDOG vs IAU
+114.3%
-119.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | -19.1% | +2.8% | -21.9% | -19.4% |
| 30D | -39.2% | -4.0% | -35.2% | -38.8% |
| 3M | -31.6% | -8.2% | -23.4% | -30.9% |
| 6M | -10.9% | -14.8% | +3.9% | -9.3% |
| YTD | +31.2% | -6.7% | +37.9% | +29.2% |
| 1Y | -10.7% | -2.2% | -8.4% | -13.2% |
| 3Y | +72.1% | +106.7% | -34.6% | +25.5% |
| 5Y | -5.5% | +114.8% | -120.3% | -40.5% |
| All | -5.5% | +114.3% | -119.8% | -40.5% |
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