+499.9%
DDOG vs IBN
+182.0%
+317.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.9% | +7.7% |
| 7D | +7.7% | -5.1% | +12.8% | +9.5% |
| 30D | -13.6% | -3.5% | -10.1% | -12.7% |
| 3M | -0.9% | +11.3% | -12.2% | -4.7% |
| 6M | +75.2% | +4.4% | +70.8% | +71.5% |
| YTD | +65.7% | -1.8% | +67.5% | +65.5% |
| 1Y | +60.4% | -8.0% | +68.4% | +63.2% |
| 3Y | +130.7% | +27.1% | +103.6% | +106.0% |
| 5Y | +59.9% | +54.5% | +5.4% | +34.1% |
| All | +499.9% | +182.0% | +317.9% | +380.4% |
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