+72.1%
DDOG vs IRM
+105.2%
-33.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -19.1% | -5.1% | -14.0% | -17.7% |
| 30D | -39.2% | -3.3% | -35.9% | -38.4% |
| 3M | -31.6% | -8.2% | -23.4% | -29.7% |
| 6M | -10.9% | -12.8% | +1.9% | -7.1% |
| YTD | +31.2% | +36.6% | -5.4% | +12.9% |
| 1Y | -10.7% | +11.9% | -22.6% | -16.9% |
| 3Y | +72.1% | +105.1% | -33.0% | +14.6% |
| All | +72.1% | +105.2% | -33.1% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling