+55.0%
DDOG vs IWD
+73.6%
-18.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | +0.1% |
| 7D | -10.1% | -0.3% | -9.9% | -9.8% |
| 30D | -24.8% | +0.6% | -25.4% | -25.4% |
| 3M | -12.6% | +7.2% | -19.8% | -21.2% |
| 6M | +79.9% | +16.2% | +63.7% | +42.6% |
| YTD | +56.6% | +23.3% | +33.2% | +13.2% |
| 1Y | +61.6% | +29.6% | +32.0% | +8.1% |
| 3Y | +117.9% | +70.5% | +47.4% | -9.1% |
| All | +55.0% | +73.6% | -18.6% | -33.4% |
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