+391.0%
DDOG vs IRM
+388.9%
+2.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.8% |
| 7D | -2.3% | -5.3% | +3.0% | -0.2% |
| 30D | -35.8% | -2.3% | -33.5% | -35.2% |
| 3M | -25.3% | -7.4% | -17.9% | -23.1% |
| 6M | -8.9% | -12.2% | +3.4% | -4.5% |
| YTD | +35.6% | +38.6% | -3.1% | +15.5% |
| 1Y | -6.8% | +14.9% | -21.7% | -14.1% |
| 3Y | +77.9% | +108.2% | -30.3% | +23.0% |
| 5Y | -3.1% | +183.8% | -187.0% | -40.0% |
| All | +391.0% | +388.9% | +2.1% | +160.3% |
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