+63.6%
DDOG vs IFF
-35.8%
+99.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 6M | +73.5% | +23.0% | +50.5% | +54.0% |
| YTD | +62.7% | +25.5% | +37.2% | +41.2% |
| 1Y | +59.0% | +29.1% | +29.9% | +34.7% |
| 3Y | +117.1% | +31.7% | +85.5% | +64.3% |
| All | +63.6% | -35.8% | +99.4% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling