+60.4%
DDOG vs IRM
+29.2%
+31.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.3% |
| 7D | +7.7% | +3.0% | +4.6% | +7.0% |
| 30D | -13.6% | -5.2% | -8.4% | -12.6% |
| 3M | -0.9% | -8.0% | +7.1% | +0.7% |
| 6M | +75.2% | +9.2% | +66.1% | +66.2% |
| YTD | +65.7% | +41.0% | +24.7% | +39.2% |
| 1Y | +60.4% | +23.3% | +37.1% | +44.6% |
| All | +60.4% | +29.2% | +31.2% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling