+391.2%
DDOG vs IOVA
-63.2%
+454.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | +0.8% |
| 7D | +5.6% | -1.4% | +7.1% | +5.8% |
| 30D | -34.9% | -47.4% | +12.5% | -30.0% |
| 3M | -23.4% | +13.2% | -36.6% | -26.1% |
| 6M | -7.7% | +114.3% | -122.1% | -21.8% |
| YTD | +35.6% | +179.5% | -143.8% | +6.9% |
| 1Y | -3.4% | +200.4% | -203.8% | -25.2% |
| 3Y | +78.0% | +92.2% | -14.2% | +21.1% |
| 5Y | -4.4% | -63.8% | +59.3% | -19.0% |
| All | +391.2% | -63.2% | +454.4% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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