+61.6%
DDOG vs IJH
+18.2%
+43.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -10.1% | +0.1% | -10.3% | -10.2% |
| 30D | -24.8% | -1.5% | -23.3% | -24.3% |
| 3M | -12.6% | +0.8% | -13.4% | -12.7% |
| 6M | +79.9% | +7.6% | +72.4% | +71.5% |
| YTD | +56.6% | +15.5% | +41.1% | +42.3% |
| 1Y | +61.6% | +16.9% | +44.7% | +46.9% |
| All | +61.6% | +18.2% | +43.4% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling