-14.6%
DPZ vs IBN
+12.1%
-26.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.4% |
| 7D | +2.2% | +1.9% | +0.4% | +1.6% |
| 30D | +15.5% | +22.1% | -6.6% | +8.6% |
| 3M | -2.0% | +17.1% | -19.1% | -6.8% |
| 6M | +12.1% | +35.5% | -23.4% | +3.9% |
| YTD | -16.6% | +16.8% | -33.4% | -20.4% |
| 1Y | -14.6% | +12.4% | -27.0% | -18.7% |
| All | -14.6% | +12.1% | -26.7% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling