-8.9%
DDOG vs IOVA
+122.3%
-131.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.4% |
| 7D | -2.3% | -7.0% | +4.7% | -2.7% |
| 30D | -35.8% | -44.4% | +8.6% | -39.0% |
| 3M | -25.3% | +24.7% | -49.9% | -12.8% |
| 6M | -8.9% | +118.6% | -127.5% | +24.8% |
| All | -8.9% | +122.3% | -131.1% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling