-3.6%
DDOG vs IWD
+72.9%
-76.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.5% |
| 7D | +2.9% | +2.3% | +0.6% | -0.3% |
| 30D | -31.6% | +3.6% | -35.2% | -35.3% |
| 3M | -27.0% | +2.2% | -29.1% | -29.7% |
| 6M | -10.3% | +13.0% | -23.3% | -25.7% |
| YTD | +35.4% | +26.5% | +8.9% | -6.6% |
| 1Y | -1.0% | +30.1% | -31.1% | -34.7% |
| 3Y | +76.7% | +84.9% | -8.2% | -37.4% |
| All | -3.6% | +72.9% | -76.5% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling