+19.8%
DDOG vs IJH
+17.8%
+2.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.6% | -15.0% | -14.6% |
| 7D | -32.2% | +1.7% | -33.9% | -32.6% |
| 30D | -31.7% | +1.2% | -33.0% | -32.0% |
| 3M | -34.5% | -3.4% | -31.1% | -33.9% |
| 6M | +28.7% | +3.7% | +25.0% | +26.8% |
| YTD | +38.8% | +13.9% | +24.9% | +32.0% |
| 1Y | +19.8% | +17.4% | +2.4% | +14.1% |
| All | +19.8% | +17.8% | +2.0% | +14.1% |
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