+17.3%
IGV vs DDOG
-3.5%
+20.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.8% |
| 7D | -1.3% | -2.3% | +1.0% | -0.5% |
| 30D | -8.1% | -35.8% | +27.7% | +5.6% |
| 3M | -1.6% | -25.3% | +23.7% | +7.0% |
| 6M | +12.7% | -8.9% | +21.6% | +12.9% |
| YTD | -3.3% | +35.6% | -38.8% | -17.9% |
| 1Y | -7.9% | -6.8% | -1.1% | -11.1% |
| 3Y | +40.3% | +77.9% | -37.5% | +2.1% |
| 5Y | +17.3% | -3.1% | +20.4% | -0.7% |
| All | +17.3% | -3.5% | +20.8% | -0.7% |
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