+117.1%
DDOG vs IJH
+49.7%
+67.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.9% |
| 7D | +3.9% | -1.9% | +5.7% | +5.5% |
| 30D | -8.2% | -4.6% | -3.5% | -4.3% |
| 3M | -5.6% | -1.2% | -4.4% | -4.7% |
| 6M | +73.5% | +9.4% | +64.1% | +57.8% |
| YTD | +62.7% | +13.3% | +49.3% | +42.8% |
| 1Y | +59.0% | +13.4% | +45.6% | +39.5% |
| 3Y | +117.1% | +50.4% | +66.7% | +46.0% |
| All | +117.1% | +49.7% | +67.4% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling