+499.9%
DDOG vs IRM
+397.2%
+102.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.4% |
| 7D | +7.7% | +3.0% | +4.6% | +6.4% |
| 30D | -13.6% | -5.2% | -8.4% | -11.7% |
| 3M | -0.9% | -8.0% | +7.1% | +2.3% |
| 6M | +75.2% | +9.2% | +66.1% | +66.7% |
| YTD | +65.7% | +41.0% | +24.7% | +40.4% |
| 1Y | +60.4% | +23.3% | +37.1% | +43.5% |
| 3Y | +130.7% | +102.8% | +27.8% | +61.5% |
| 5Y | +59.9% | +192.8% | -132.9% | -1.8% |
| All | +499.9% | +397.2% | +102.7% | +216.4% |
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