-4.1%
DPZ vs IFF
+22.2%
-26.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.6% | +2.4% |
| 7D | +2.2% | -1.8% | +4.0% | +2.6% |
| 30D | +15.5% | -9.4% | +24.9% | +17.5% |
| 3M | -2.0% | -3.0% | +1.0% | -1.7% |
| 6M | +12.1% | +5.8% | +6.3% | +10.5% |
| YTD | -16.6% | +22.4% | -38.9% | -20.9% |
| 1Y | -14.6% | +23.0% | -37.6% | -19.2% |
| 3Y | -4.1% | +21.8% | -25.9% | -13.8% |
| All | -4.1% | +22.2% | -26.3% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling