+24.5%
DDOG vs IOT
+61.4%
-36.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -2.6% |
| 7D | -10.1% | -2.3% | -7.8% | -9.1% |
| 30D | -24.8% | +3.8% | -28.6% | -26.1% |
| 3M | -12.6% | +14.2% | -26.8% | -18.9% |
| 6M | +79.9% | +40.1% | +39.8% | +51.1% |
| YTD | +56.6% | +13.4% | +43.2% | +44.3% |
| 1Y | +61.6% | +12.2% | +49.4% | +46.4% |
| 3Y | +117.9% | +30.0% | +87.9% | +67.9% |
| All | +24.5% | +61.4% | -36.9% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling