+24.6%
DDOG vs IWD
+10.9%
+13.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.3% |
| 7D | -23.9% | -0.5% | -23.4% | -22.9% |
| 30D | -34.0% | +2.7% | -36.7% | -31.8% |
| 3M | -21.9% | +0.9% | -22.8% | -20.3% |
| 6M | +24.6% | +10.5% | +14.0% | +66.9% |
| All | +24.6% | +10.9% | +13.6% | +66.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling