+50.6%
DDOG vs IBN
+56.7%
-6.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | +0.1% |
| 7D | -6.1% | -2.2% | -3.9% | -5.0% |
| 30D | -10.1% | -2.3% | -7.8% | -9.2% |
| 3M | -9.3% | +15.9% | -25.1% | -16.8% |
| 6M | +67.2% | +5.6% | +61.6% | +60.6% |
| YTD | +54.6% | -0.1% | +54.7% | +53.2% |
| 1Y | +54.1% | -6.5% | +60.6% | +57.7% |
| 3Y | +115.3% | +29.3% | +86.0% | +65.2% |
| 5Y | +50.6% | +56.6% | -5.9% | -5.6% |
| All | +50.6% | +56.7% | -6.1% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling