+97.0%
IWM vs DDOG
+342.1%
-245.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +0.3% | -19.1% | +19.4% | +3.5% |
| 30D | +0.6% | -39.2% | +39.8% | +8.3% |
| 3M | -6.2% | -31.6% | +25.4% | -1.3% |
| 6M | -0.8% | -10.9% | +10.1% | -1.3% |
| YTD | +14.8% | +31.2% | -16.4% | +4.3% |
| 1Y | +16.1% | -10.7% | +26.8% | +13.4% |
| 3Y | +71.5% | +72.1% | -0.6% | +43.4% |
| 5Y | +25.8% | -5.5% | +31.3% | +9.1% |
| All | +97.0% | +342.1% | -245.1% | +17.2% |
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