-28.8%
DPZ vs IFF
-34.2%
+5.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | -7.0% | -2.0% | -5.0% | -6.5% |
| 3M | +11.6% | +18.5% | -6.9% | +7.2% |
| 6M | -15.2% | +11.7% | -26.8% | -17.9% |
| YTD | -17.2% | +29.6% | -46.8% | -23.0% |
| 1Y | -24.8% | +35.0% | -59.8% | -30.9% |
| 3Y | -8.7% | +32.3% | -40.9% | -17.4% |
| All | -28.8% | -34.2% | +5.3% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling