+467.1%
DDOG vs IRM
+404.3%
+62.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.5% |
| 7D | -10.1% | -0.5% | -9.7% | -9.9% |
| 30D | -24.8% | -8.1% | -16.7% | -22.0% |
| 3M | -12.6% | -9.7% | -2.9% | -9.1% |
| 6M | +79.9% | +10.0% | +70.0% | +70.6% |
| YTD | +56.6% | +43.0% | +13.6% | +32.0% |
| 1Y | +61.6% | +32.7% | +28.9% | +40.2% |
| 3Y | +117.9% | +102.7% | +15.2% | +52.7% |
| 5Y | +54.2% | +187.6% | -133.3% | -5.2% |
| All | +467.1% | +404.3% | +62.8% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling