+130.9%
DPZ vs IBN
+364.2%
-233.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.3% |
| 7D | +2.2% | +15.8% | -13.6% | +0.9% |
| 30D | +6.7% | +25.1% | -18.4% | +4.7% |
| 3M | -4.5% | +16.0% | -20.5% | -5.7% |
| 6M | +3.3% | +32.8% | -29.5% | +0.9% |
| YTD | -19.4% | +18.0% | -37.5% | -20.7% |
| 1Y | -17.3% | +15.9% | -33.2% | -18.4% |
| 3Y | -8.4% | +57.6% | -66.0% | -11.8% |
| 5Y | -28.2% | +74.7% | -102.9% | -31.6% |
| 10Y | +130.9% | +373.9% | -243.1% | +117.5% |
| All | +130.9% | +364.2% | -233.3% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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