-6.4%
DDOG vs IOVA
-67.9%
+61.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.3% | +2.1% |
| 7D | -23.9% | -5.2% | -18.7% | -23.4% |
| 30D | -34.0% | -37.8% | +3.8% | -31.2% |
| 3M | -21.9% | +29.5% | -51.4% | -25.1% |
| 6M | +24.6% | +96.6% | -72.0% | +9.8% |
| YTD | +31.7% | +194.5% | -162.8% | +7.2% |
| 1Y | -6.2% | +248.1% | -254.2% | -25.9% |
| 3Y | +125.1% | +86.1% | +39.0% | +60.5% |
| All | -6.4% | -67.9% | +61.5% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling