-27.5%
DPZ vs IAG
+515.1%
-542.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.2% | -9.4% | -2.5% |
| 7D | +6.6% | +21.4% | -14.9% | +5.5% |
| 30D | +10.3% | +4.0% | +6.2% | +9.9% |
| 3M | -6.2% | +17.0% | -23.2% | -7.2% |
| 6M | +4.2% | +1.4% | +2.8% | +3.7% |
| YTD | -18.4% | +13.8% | -32.2% | -20.1% |
| 1Y | -14.9% | +55.8% | -70.7% | -18.7% |
| 3Y | -4.6% | +647.4% | -652.0% | -20.2% |
| All | -27.5% | +515.1% | -542.6% | -41.3% |
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