-28.8%
DPZ vs IBN
+61.6%
-90.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -2.5% | +1.4% | -4.0% | -2.8% |
| 30D | -7.0% | -0.3% | -6.6% | -6.9% |
| 3M | +11.6% | +17.1% | -5.5% | +8.1% |
| 6M | -15.2% | +3.4% | -18.6% | -15.9% |
| YTD | -17.2% | +2.5% | -19.8% | -17.9% |
| 1Y | -24.8% | -4.2% | -20.7% | -24.5% |
| 3Y | -8.7% | +32.4% | -41.1% | -15.7% |
| All | -28.8% | +61.6% | -90.4% | -38.7% |
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 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