+128.9%
DPZ vs IBB
+152.0%
-23.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +2.3% |
| 7D | +9.5% | -3.6% | +13.1% | +11.0% |
| 30D | +12.8% | +3.4% | +9.4% | +11.1% |
| 3M | -6.2% | +9.5% | -15.7% | -10.1% |
| 6M | +4.3% | +23.3% | -19.0% | -5.1% |
| YTD | -16.6% | +24.5% | -41.1% | -24.6% |
| 1Y | -12.8% | +32.9% | -45.7% | -23.4% |
| 3Y | -0.8% | +76.6% | -77.4% | -23.7% |
| 5Y | -25.8% | +35.5% | -61.3% | -37.3% |
| All | +128.9% | +152.0% | -23.1% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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