+152.4%
DPZ vs IFF
-21.4%
+173.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.5% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -4.4% | -0.3% | -4.1% | -4.3% |
| 3M | +7.6% | +18.6% | -10.9% | +4.1% |
| 6M | -16.9% | +17.4% | -34.3% | -20.0% |
| YTD | -18.6% | +28.5% | -47.1% | -23.1% |
| 1Y | -26.7% | +32.5% | -59.2% | -31.3% |
| 3Y | -9.3% | +34.1% | -43.4% | -16.1% |
| 5Y | -31.0% | -35.2% | +4.1% | -28.9% |
| 10Y | +152.4% | -21.1% | +173.4% | +144.5% |
| All | +152.4% | -21.4% | +173.8% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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