+55.0%
DDOG vs IOVA
-64.9%
+119.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -10.1% | +9.7% | -19.9% | -11.0% |
| 30D | -24.8% | +102.5% | -127.3% | -31.7% |
| 3M | -12.6% | +100.7% | -113.3% | -21.2% |
| 6M | +79.9% | +106.3% | -26.4% | +58.4% |
| YTD | +56.6% | +222.0% | -165.4% | +27.8% |
| 1Y | +61.6% | +299.5% | -238.0% | +26.5% |
| 3Y | +117.9% | +42.9% | +74.9% | +66.0% |
| All | +55.0% | -64.9% | +119.9% | +31.9% |
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 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