-28.8%
DPZ vs IAG
+764.1%
-793.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | -7.0% | +28.9% | -35.8% | -8.2% |
| 3M | +11.6% | +19.1% | -7.5% | +10.4% |
| 6M | -15.2% | -10.3% | -4.9% | -14.9% |
| YTD | -17.2% | +24.2% | -41.4% | -19.1% |
| 1Y | -24.8% | +116.5% | -141.3% | -29.6% |
| 3Y | -8.7% | +742.8% | -751.5% | -23.1% |
| All | -28.8% | +764.1% | -793.0% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling