+142.5%
IGV vs DDOG
+427.7%
-285.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | -4.5% | -10.1% | +5.6% | -1.2% |
| 30D | +3.2% | -24.8% | +28.0% | +11.8% |
| 3M | +4.5% | -12.6% | +17.1% | +7.8% |
| 6M | +22.1% | +79.9% | -57.8% | -1.8% |
| YTD | -1.0% | +56.6% | -57.6% | -17.5% |
| 1Y | -2.1% | +61.6% | -63.7% | -20.7% |
| 3Y | +44.6% | +117.9% | -73.3% | +2.1% |
| 5Y | +22.2% | +54.2% | -32.1% | -10.9% |
| All | +142.5% | +427.7% | -285.3% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling