+390.4%
DDOG vs IRM
+394.7%
-4.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | +2.9% | +6.8% | -3.9% | +0.2% |
| 30D | -31.6% | +2.6% | -34.2% | -32.3% |
| 3M | -27.0% | -9.5% | -17.5% | -24.2% |
| 6M | -10.3% | -8.5% | -1.8% | -7.5% |
| YTD | +35.4% | +40.3% | -4.9% | +14.8% |
| 1Y | -1.0% | +28.7% | -29.7% | -12.9% |
| 3Y | +76.7% | +111.8% | -35.2% | +21.3% |
| 5Y | -4.6% | +189.1% | -193.7% | -41.2% |
| All | +390.4% | +394.7% | -4.2% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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