+467.1%
DDOG vs IWD
+128.3%
+338.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.2% |
| 7D | -10.1% | -0.3% | -9.9% | -9.9% |
| 30D | -24.8% | +0.6% | -25.4% | -25.2% |
| 3M | -12.6% | +7.2% | -19.8% | -18.3% |
| 6M | +79.9% | +16.2% | +63.7% | +54.9% |
| YTD | +56.6% | +23.3% | +33.2% | +27.3% |
| 1Y | +61.6% | +29.6% | +32.0% | +25.3% |
| 3Y | +117.9% | +70.5% | +47.4% | +30.8% |
| 5Y | +54.2% | +73.5% | -19.2% | -6.0% |
| All | +467.1% | +128.3% | +338.8% | +170.5% |
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