+365.0%
DDOG vs IP
+20.1%
+344.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.0% | -3.5% | -6.7% |
| 7D | -34.3% | -5.0% | -29.4% | -33.7% |
| 30D | -37.2% | +6.5% | -43.8% | -38.3% |
| 3M | -38.3% | -18.0% | -20.3% | -35.9% |
| 6M | +19.8% | +10.3% | +9.5% | +15.7% |
| YTD | +28.4% | -9.9% | +38.3% | +28.7% |
| 1Y | +12.7% | -1.1% | +13.7% | +10.1% |
| 3Y | +112.8% | +13.0% | +99.8% | +94.3% |
| 5Y | -5.9% | -12.3% | +6.4% | -8.8% |
| All | +365.0% | +20.1% | +344.9% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling