+499.9%
DDOG vs IJH
+110.7%
+389.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.2% | +8.1% |
| 7D | +7.7% | -0.7% | +8.4% | +8.3% |
| 30D | -13.6% | -3.8% | -9.8% | -10.4% |
| 3M | -0.9% | 0.0% | -0.9% | -1.1% |
| 6M | +75.2% | +8.8% | +66.5% | +60.4% |
| YTD | +65.7% | +13.5% | +52.1% | +45.4% |
| 1Y | +60.4% | +15.4% | +45.0% | +38.4% |
| 3Y | +130.7% | +50.9% | +79.8% | +54.2% |
| 5Y | +59.9% | +47.8% | +12.1% | +13.4% |
| All | +499.9% | +110.7% | +389.2% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling