+115.3%
DDOG vs IWF
+79.6%
+35.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -0.9% |
| 7D | -6.1% | +1.5% | -7.6% | -7.7% |
| 30D | -10.1% | -1.3% | -8.9% | -8.6% |
| 3M | -9.3% | +0.1% | -9.4% | -9.5% |
| 6M | +67.2% | +10.3% | +56.9% | +48.9% |
| YTD | +54.6% | +4.2% | +50.4% | +48.3% |
| 1Y | +54.1% | +9.3% | +44.8% | +39.3% |
| 3Y | +115.3% | +79.3% | +35.9% | -3.1% |
| All | +115.3% | +79.6% | +35.7% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling