+130.9%
DPZ vs IAG
+336.8%
-205.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.4% | -1.0% |
| 7D | +2.2% | +16.8% | -14.7% | +1.7% |
| 30D | +6.7% | -1.5% | +8.2% | +6.7% |
| 3M | -4.5% | +0.5% | -5.0% | -4.7% |
| 6M | +3.3% | -1.0% | +4.3% | +3.0% |
| YTD | -19.4% | +12.3% | -31.7% | -20.3% |
| 1Y | -17.3% | +39.2% | -56.5% | -18.9% |
| 3Y | -8.4% | +712.3% | -720.7% | -16.1% |
| 5Y | -28.2% | +484.2% | -512.4% | -34.9% |
| 10Y | +130.9% | +382.3% | -251.4% | +104.1% |
| All | +130.9% | +336.8% | -205.9% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling