+115.3%
DDOG vs IOVA
+50.0%
+65.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.2% |
| 7D | -6.1% | +5.1% | -11.2% | -6.3% |
| 30D | -10.1% | +37.2% | -47.4% | -11.6% |
| 3M | -9.3% | +117.5% | -126.8% | -14.4% |
| 6M | +67.2% | +69.6% | -2.4% | +60.0% |
| YTD | +54.6% | +218.7% | -164.1% | +36.9% |
| 1Y | +54.1% | +265.5% | -211.5% | +33.0% |
| 3Y | +115.3% | +46.2% | +69.0% | +73.9% |
| All | +115.3% | +50.0% | +65.3% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling