+59.0%
DDOG vs IWF
+7.1%
+51.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.2% |
| 7D | +3.9% | -0.9% | +4.8% | +5.0% |
| 30D | -8.2% | -1.7% | -6.4% | -6.1% |
| 3M | -5.6% | +0.7% | -6.2% | -6.2% |
| 6M | +73.5% | +8.6% | +65.0% | +58.2% |
| YTD | +62.7% | +3.5% | +59.2% | +57.9% |
| 1Y | +59.0% | +7.0% | +51.9% | +38.8% |
| All | +59.0% | +7.1% | +51.9% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling