-6.4%
DDOG vs IWD
+68.9%
-75.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.0% |
| 7D | -23.9% | -0.5% | -23.4% | -23.9% |
| 30D | -34.0% | +2.7% | -36.7% | -36.8% |
| 3M | -21.9% | +0.9% | -22.8% | -23.4% |
| 6M | +24.6% | +10.5% | +14.0% | +6.0% |
| YTD | +31.7% | +23.7% | +8.0% | -6.3% |
| 1Y | -6.2% | +28.7% | -34.9% | -37.3% |
| 3Y | +125.1% | +79.7% | +45.4% | -17.0% |
| All | -6.4% | +68.9% | -75.3% | -60.0% |
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