+117.1%
DDOG vs IFF
+29.0%
+88.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +3.9% | -3.2% | +7.1% | +3.9% |
| 30D | -8.2% | -0.3% | -7.9% | -8.2% |
| 3M | -5.6% | +8.4% | -14.0% | -5.5% |
| 6M | +73.5% | +23.0% | +50.5% | +70.2% |
| YTD | +62.7% | +25.5% | +37.2% | +58.3% |
| 1Y | +59.0% | +29.1% | +29.9% | +53.9% |
| 3Y | +117.1% | +31.7% | +85.5% | +98.6% |
| All | +117.1% | +29.0% | +88.1% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling