+467.1%
DDOG vs IBN
+194.5%
+272.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -10.1% | +1.4% | -11.6% | -10.6% |
| 30D | -24.8% | -0.3% | -24.5% | -24.8% |
| 3M | -12.6% | +17.1% | -29.7% | -17.3% |
| 6M | +79.9% | +3.4% | +76.5% | +76.9% |
| YTD | +56.6% | +2.5% | +54.0% | +54.3% |
| 1Y | +61.6% | -4.2% | +65.7% | +62.3% |
| 3Y | +117.9% | +32.4% | +85.5% | +92.1% |
| 5Y | +54.2% | +59.2% | -5.0% | +27.9% |
| All | +467.1% | +194.5% | +272.6% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling