+117.3%
DDOG vs IP
+21.5%
+95.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.1% |
| 7D | -10.1% | -5.3% | -4.9% | -9.6% |
| 30D | -24.8% | -10.9% | -14.0% | -23.9% |
| 3M | -12.6% | +11.2% | -23.8% | -13.7% |
| 6M | +79.9% | -10.2% | +90.2% | +82.3% |
| YTD | +56.6% | -2.0% | +58.6% | +56.7% |
| 1Y | +61.6% | -19.1% | +80.7% | +66.2% |
| All | +117.3% | +21.5% | +95.8% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling