+55.0%
DDOG vs IP
-17.2%
+72.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.4% |
| 7D | -10.1% | -5.3% | -4.9% | -9.0% |
| 30D | -24.8% | -10.9% | -14.0% | -22.7% |
| 3M | -12.6% | +11.2% | -23.8% | -15.4% |
| 6M | +79.9% | -10.2% | +90.2% | +83.3% |
| YTD | +56.6% | -2.0% | +58.6% | +54.8% |
| 1Y | +61.6% | -19.1% | +80.7% | +68.7% |
| 3Y | +117.9% | +20.9% | +97.0% | +85.5% |
| All | +55.0% | -17.2% | +72.2% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling