+23.8%
IWM vs DDOG
-5.4%
+29.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +1.4% | +2.9% | -1.4% | +0.9% |
| 30D | +2.3% | -31.6% | +33.9% | +8.1% |
| 3M | -8.3% | -27.0% | +18.7% | -4.5% |
| 6M | -1.3% | -10.3% | +9.0% | -2.1% |
| YTD | +13.5% | +35.4% | -21.9% | +2.0% |
| 1Y | +18.4% | -1.0% | +19.4% | +13.4% |
| 3Y | +69.6% | +76.7% | -7.0% | +38.5% |
| All | +23.8% | -5.4% | +29.1% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling