+13.3%
IWM vs DDOG
-7.2%
+20.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.6% | +0.9% |
| 7D | -2.0% | -23.9% | +21.9% | -1.2% |
| 30D | -1.5% | -34.0% | +32.6% | -0.2% |
| 3M | -8.0% | -21.9% | +13.9% | -7.3% |
| 6M | -4.1% | +24.6% | -28.7% | -5.2% |
| YTD | +11.9% | +31.7% | -19.7% | +8.7% |
| All | +13.3% | -7.2% | +20.5% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling