-16.2%
DPZ vs IFF
+38.8%
-55.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | +3.7% | -10.8% | +14.4% | +5.2% |
| 30D | +8.0% | -0.1% | +8.2% | +7.8% |
| 3M | -4.2% | -1.2% | -3.0% | -4.2% |
| 6M | +4.6% | +5.2% | -0.6% | +3.3% |
| YTD | -18.4% | +27.3% | -45.7% | -21.4% |
| All | -16.2% | +38.8% | -55.0% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling