+375.1%
DDOG vs IP
+23.2%
+351.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -19.1% | 0.0% | -19.1% | -19.1% |
| 30D | -39.2% | +9.4% | -48.5% | -40.5% |
| 3M | -31.6% | -14.1% | -17.5% | -29.7% |
| 6M | -10.9% | +9.2% | -20.0% | -13.5% |
| YTD | +31.2% | -7.5% | +38.7% | +30.8% |
| 1Y | -10.7% | -2.8% | -7.9% | -12.2% |
| 3Y | +72.1% | +21.2% | +50.9% | +54.3% |
| 5Y | -5.5% | -11.5% | +6.0% | -8.7% |
| All | +375.1% | +23.2% | +351.9% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling