-24.8%
DPZ vs IAG
+119.5%
-144.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.8% |
| 7D | -2.5% | -0.5% | -2.0% | -2.6% |
| 30D | -7.0% | +28.9% | -35.8% | -6.1% |
| 3M | +11.6% | +19.1% | -7.5% | +12.7% |
| 6M | -15.2% | -10.3% | -4.9% | -14.4% |
| YTD | -17.2% | +24.2% | -41.4% | -16.7% |
| 1Y | -24.8% | +116.5% | -141.3% | -27.1% |
| All | -24.8% | +119.5% | -144.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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