+490.5%
DDOG vs IFF
-17.7%
+508.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +3.2% | -2.8% | +6.0% | +4.3% |
| 30D | -10.2% | -1.1% | -9.0% | -10.0% |
| 3M | -2.6% | +13.8% | -16.4% | -7.6% |
| 6M | +80.1% | +16.7% | +63.5% | +64.3% |
| YTD | +63.0% | +26.1% | +36.9% | +42.4% |
| 1Y | +59.4% | +33.5% | +25.9% | +34.3% |
| 3Y | +127.0% | +31.6% | +95.4% | +81.3% |
| 5Y | +61.7% | -34.9% | +96.5% | +87.0% |
| All | +490.5% | -17.7% | +508.2% | +458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling