+467.1%
DDOG vs IOVA
-57.6%
+524.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -10.1% | +9.7% | -19.9% | -11.2% |
| 30D | -24.8% | +102.5% | -127.3% | -33.3% |
| 3M | -12.6% | +100.7% | -113.3% | -23.3% |
| 6M | +79.9% | +106.3% | -26.4% | +53.8% |
| YTD | +56.6% | +222.0% | -165.4% | +23.0% |
| 1Y | +61.6% | +299.5% | -238.0% | +21.1% |
| 3Y | +117.9% | +42.9% | +74.9% | +59.9% |
| 5Y | +54.2% | -65.0% | +119.2% | +34.4% |
| All | +467.1% | -57.6% | +524.6% | +375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling