+124.0%
DPZ vs IBN
+367.6%
-243.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.3% | -2.5% |
| 7D | +6.6% | +15.1% | -8.5% | +5.3% |
| 30D | +10.3% | +21.6% | -11.4% | +8.5% |
| 3M | -6.2% | +11.2% | -17.3% | -7.0% |
| 6M | +4.2% | +27.8% | -23.5% | +2.2% |
| YTD | -18.4% | +14.7% | -33.1% | -19.4% |
| 1Y | -14.9% | +14.4% | -29.3% | -16.0% |
| 3Y | -4.6% | +52.1% | -56.7% | -7.9% |
| 5Y | -27.4% | +70.7% | -98.1% | -30.7% |
| All | +124.0% | +367.6% | -243.7% | +111.1% |
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