+21.2%
IGV vs DDOG
+60.9%
-39.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.0% | -3.2% |
| 7D | -1.5% | +7.7% | -9.2% | -4.1% |
| 30D | -3.0% | -13.6% | +10.6% | +1.6% |
| 3M | +9.6% | -0.9% | +10.5% | +8.2% |
| 6M | +16.1% | +75.2% | -59.1% | -7.4% |
| YTD | -3.6% | +65.7% | -69.3% | -22.4% |
| 1Y | -7.8% | +60.4% | -68.2% | -26.5% |
| 3Y | +40.0% | +130.7% | -90.7% | -6.5% |
| 5Y | +21.2% | +59.9% | -38.7% | -15.1% |
| All | +21.2% | +60.9% | -39.7% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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