+390.4%
DDOG vs IWF
+196.6%
+193.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +1.3% |
| 7D | +2.9% | +2.8% | 0.0% | -1.0% |
| 30D | -31.6% | -7.5% | -24.1% | -23.5% |
| 3M | -27.0% | -8.5% | -18.5% | -17.0% |
| 6M | -10.3% | -7.4% | -2.9% | 0.0% |
| YTD | +35.4% | -2.6% | +38.1% | +42.2% |
| 1Y | -1.0% | -1.8% | +0.9% | +2.9% |
| 3Y | +76.7% | +65.5% | +11.2% | -11.5% |
| 5Y | -4.6% | +55.8% | -60.4% | -45.8% |
| All | +390.4% | +196.6% | +193.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling