+50.6%
DDOG vs IRM
+192.5%
-141.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | -6.1% | +1.6% | -7.7% | -6.8% |
| 30D | -10.1% | -4.2% | -5.9% | -8.1% |
| 3M | -9.3% | -5.4% | -3.9% | -6.9% |
| 6M | +67.2% | +12.0% | +55.2% | +53.6% |
| YTD | +54.6% | +42.0% | +12.5% | +22.3% |
| 1Y | +54.1% | +29.9% | +24.2% | +27.6% |
| 3Y | +115.3% | +104.4% | +10.9% | +18.5% |
| 5Y | +50.6% | +191.0% | -140.4% | -38.2% |
| All | +50.6% | +192.5% | -141.9% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling