+391.0%
DDOG vs IBN
+237.6%
+153.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | -2.3% | +11.1% | -13.4% | -5.5% |
| 30D | -35.8% | +23.9% | -59.7% | -40.4% |
| 3M | -25.3% | +16.3% | -41.6% | -29.2% |
| 6M | -8.9% | +34.2% | -43.1% | -18.1% |
| YTD | +35.6% | +17.6% | +18.0% | +27.2% |
| 1Y | -6.8% | +13.8% | -20.7% | -11.6% |
| 3Y | +77.9% | +57.0% | +20.9% | +47.3% |
| 5Y | -3.1% | +75.3% | -78.5% | -22.8% |
| All | +391.0% | +237.6% | +153.4% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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