+376.8%
DDOG vs IWD
+128.9%
+247.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.9% |
| 7D | -23.9% | -0.5% | -23.4% | -23.9% |
| 30D | -34.0% | +2.7% | -36.7% | -35.8% |
| 3M | -21.9% | +0.9% | -22.8% | -22.8% |
| 6M | +24.6% | +10.5% | +14.0% | +12.4% |
| YTD | +31.7% | +23.7% | +8.0% | +6.4% |
| 1Y | -6.2% | +28.7% | -34.9% | -27.1% |
| 3Y | +125.1% | +79.7% | +45.4% | +28.0% |
| 5Y | -3.5% | +69.7% | -73.2% | -40.7% |
| All | +376.8% | +128.9% | +247.9% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling