+378.3%
DDOG vs IWD
+133.5%
+244.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -1.5% |
| 7D | -16.9% | +1.3% | -18.1% | -18.1% |
| 30D | -38.8% | +3.6% | -42.3% | -40.9% |
| 3M | -23.2% | +2.3% | -25.5% | -25.1% |
| 6M | -10.3% | +13.0% | -23.3% | -20.5% |
| YTD | +32.1% | +26.2% | +5.9% | +4.7% |
| 1Y | -6.1% | +30.5% | -36.5% | -27.9% |
| 3Y | +79.2% | +86.2% | -7.0% | -1.3% |
| 5Y | -8.6% | +72.9% | -81.5% | -44.8% |
| All | +378.3% | +133.5% | +244.8% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling