+61.6%
DDOG vs IWD
+30.5%
+31.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -10.1% | -0.3% | -9.9% | -10.1% |
| 30D | -24.8% | +0.6% | -25.4% | -24.9% |
| 3M | -12.6% | +7.2% | -19.8% | -13.8% |
| 6M | +79.9% | +16.2% | +63.7% | +67.9% |
| YTD | +56.6% | +23.3% | +33.2% | +39.2% |
| 1Y | +61.6% | +29.6% | +32.0% | +37.1% |
| All | +61.6% | +30.5% | +31.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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