+489.1%
DDOG vs IFF
-18.2%
+507.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +3.9% | -3.2% | +7.1% | +5.1% |
| 30D | -8.2% | -0.3% | -7.9% | -8.3% |
| 3M | -5.6% | +8.4% | -14.0% | -8.8% |
| 6M | +73.5% | +23.0% | +50.5% | +54.8% |
| YTD | +62.7% | +25.5% | +37.2% | +42.4% |
| 1Y | +59.0% | +29.1% | +29.9% | +36.2% |
| 3Y | +117.1% | +31.7% | +85.5% | +73.2% |
| 5Y | +61.3% | -35.2% | +96.5% | +86.9% |
| All | +489.1% | -18.2% | +507.3% | +458.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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