+106.4%
IWM vs DDOG
+421.0%
-314.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +1.4% | -6.1% | +7.5% | +2.4% |
| 30D | -2.3% | -10.1% | +7.8% | -0.9% |
| 3M | +4.0% | -9.3% | +13.2% | +4.5% |
| 6M | +17.9% | +67.2% | -49.2% | +4.7% |
| YTD | +20.2% | +54.6% | -34.4% | +7.3% |
| 1Y | +25.0% | +54.1% | -29.1% | +10.5% |
| 3Y | +66.0% | +115.3% | -49.3% | +33.8% |
| 5Y | +40.0% | +50.6% | -10.6% | +13.4% |
| All | +106.4% | +421.0% | -314.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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