+5,650.9%
DPZ vs IBN
+1,771.8%
+3,879.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.8% | +1.7% | +4.6% |
| 7D | +10.1% | +8.9% | +1.2% | +8.0% |
| 30D | +14.6% | +12.6% | +2.0% | +11.6% |
| 3M | -6.8% | +3.1% | -9.8% | -7.4% |
| 6M | +4.4% | +20.6% | -16.2% | 0.0% |
| YTD | -16.8% | +5.8% | -22.6% | -18.1% |
| 1Y | -14.5% | +3.7% | -18.1% | -15.4% |
| 3Y | -1.1% | +40.3% | -41.4% | -9.7% |
| 5Y | -28.0% | +58.0% | -86.0% | -36.6% |
| 10Y | +130.2% | +347.9% | -217.6% | +42.5% |
| All | +5,650.9% | +1,771.8% | +3,879.1% | +2,166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling