+130.9%
DPZ vs IBB
+130.8%
+0.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +2.2% | +0.8% | +1.4% | +1.7% |
| 30D | +6.7% | +5.2% | +1.5% | +4.4% |
| 3M | -4.5% | +8.6% | -13.1% | -8.1% |
| 6M | +3.3% | +27.8% | -24.5% | -7.5% |
| YTD | -19.4% | +28.8% | -48.2% | -28.3% |
| 1Y | -17.3% | +36.4% | -53.7% | -28.3% |
| 3Y | -8.4% | +89.3% | -97.7% | -31.9% |
| 5Y | -28.2% | +43.3% | -71.5% | -40.8% |
| 10Y | +130.9% | +130.6% | +0.2% | +55.6% |
| All | +130.9% | +130.8% | +0.1% | +55.6% |
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