+121.1%
DDOG vs IOT
+24.7%
+96.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.7% | +10.9% | +8.7% |
| 7D | +7.7% | +5.1% | +2.6% | +5.1% |
| 30D | -13.6% | -3.0% | -10.6% | -12.6% |
| 3M | -0.9% | +15.0% | -15.9% | -8.0% |
| 6M | +75.2% | +13.1% | +62.1% | +63.8% |
| YTD | +65.7% | +9.0% | +56.6% | +55.3% |
| 1Y | +60.4% | +0.1% | +60.3% | +53.7% |
| All | +121.1% | +24.7% | +96.4% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling