+124.0%
DPZ vs IFF
-18.8%
+142.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.2% | -1.3% |
| 7D | +6.6% | -11.2% | +17.7% | +8.9% |
| 30D | +10.3% | -1.8% | +12.1% | +10.5% |
| 3M | -6.2% | -1.8% | -4.3% | -6.0% |
| 6M | +4.2% | +0.6% | +3.6% | +3.7% |
| YTD | -18.4% | +24.6% | -43.0% | -22.6% |
| 1Y | -14.9% | +34.4% | -49.3% | -20.6% |
| 3Y | -4.6% | +22.1% | -26.7% | -10.3% |
| 5Y | -27.4% | -34.3% | +6.9% | -25.3% |
| All | +124.0% | -18.8% | +142.8% | +118.3% |
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