+7.7%
DDOG vs IOT
+66.1%
-58.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | +0.9% | +1.9% | +2.4% |
| 30D | -31.6% | +1.4% | -33.0% | -32.4% |
| 3M | -27.0% | +0.5% | -27.5% | -28.0% |
| 6M | -10.3% | +50.3% | -60.6% | -27.5% |
| YTD | +35.4% | +16.7% | +18.8% | +21.7% |
| 1Y | -1.0% | +6.8% | -7.8% | -8.2% |
| 3Y | +76.7% | +75.5% | +1.2% | +16.4% |
| All | +7.7% | +66.1% | -58.4% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling