-25.8%
DPZ vs IBN
+63.6%
-89.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.7% |
| 7D | +9.5% | +11.7% | -2.2% | +6.8% |
| 30D | +12.8% | +16.1% | -3.3% | +9.1% |
| 3M | -6.2% | +7.0% | -13.2% | -7.7% |
| 6M | +4.3% | +26.1% | -21.8% | -0.9% |
| YTD | -16.6% | +10.1% | -26.7% | -18.6% |
| 1Y | -12.8% | +8.0% | -20.8% | -14.6% |
| 3Y | -0.8% | +46.0% | -46.8% | -11.1% |
| 5Y | -25.8% | +63.9% | -89.7% | -36.8% |
| All | -25.8% | +63.6% | -89.4% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling