+390.4%
DDOG vs IBN
+235.5%
+155.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | +2.9% | +1.9% | +1.0% | +2.3% |
| 30D | -31.6% | +22.1% | -53.7% | -36.2% |
| 3M | -27.0% | +17.1% | -44.1% | -31.0% |
| 6M | -10.3% | +35.5% | -45.9% | -19.6% |
| YTD | +35.4% | +16.8% | +18.6% | +27.3% |
| 1Y | -1.0% | +12.4% | -13.4% | -5.6% |
| 3Y | +76.7% | +58.0% | +18.6% | +45.9% |
| 5Y | -4.6% | +73.7% | -78.3% | -23.8% |
| All | +390.4% | +235.5% | +155.0% | +269.6% |
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