+59.9%
DDOG vs IWF
+72.9%
-13.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.6% | +7.9% |
| 7D | +7.7% | +0.5% | +7.1% | +6.8% |
| 30D | -13.6% | -1.4% | -12.2% | -11.6% |
| 3M | -0.9% | +0.4% | -1.4% | -2.2% |
| 6M | +75.2% | +8.5% | +66.8% | +53.7% |
| YTD | +65.7% | +3.7% | +62.0% | +57.0% |
| 1Y | +60.4% | +8.5% | +51.9% | +41.0% |
| 3Y | +130.7% | +78.5% | +52.1% | -16.1% |
| 5Y | +59.9% | +73.6% | -13.8% | -31.9% |
| All | +59.9% | +72.9% | -13.0% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling