+19.8%
DDOG vs IOT
+8.2%
+11.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.1% | -18.6% | -16.4% |
| 7D | -32.2% | -0.5% | -31.8% | -32.3% |
| 30D | -31.7% | +1.0% | -32.7% | -32.3% |
| 3M | -34.5% | +10.9% | -45.4% | -38.6% |
| 6M | +28.7% | +39.9% | -11.2% | +5.0% |
| YTD | +38.8% | +20.8% | +18.0% | +12.6% |
| 1Y | +19.8% | +10.6% | +9.3% | -2.2% |
| All | +19.8% | +8.2% | +11.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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