+121.1%
DPZ vs IFF
-12.8%
+133.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | +3.7% | -10.8% | +14.4% | +5.9% |
| 30D | +8.0% | -0.1% | +8.2% | +7.9% |
| 3M | -4.2% | -1.2% | -3.0% | -4.1% |
| 6M | +4.6% | +5.2% | -0.6% | +3.2% |
| YTD | -18.4% | +27.3% | -45.7% | -23.0% |
| 1Y | -16.8% | +39.2% | -56.0% | -22.9% |
| 3Y | -5.0% | +26.1% | -31.2% | -11.2% |
| 5Y | -27.8% | -37.0% | +9.2% | -25.4% |
| 10Y | +121.1% | -13.0% | +134.1% | +107.8% |
| All | +121.1% | -12.8% | +133.9% | +107.8% |
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