+5,542.7%
DPZ vs IFF
+267.1%
+5,275.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.2% | -0.6% |
| 7D | +6.6% | -11.2% | +17.7% | +11.1% |
| 30D | +10.3% | -1.8% | +12.1% | +10.7% |
| 3M | -6.2% | -1.8% | -4.3% | -5.8% |
| 6M | +4.2% | +0.6% | +3.6% | +3.0% |
| YTD | -18.4% | +24.6% | -43.0% | -26.7% |
| 1Y | -14.9% | +34.4% | -49.3% | -25.9% |
| 3Y | -4.6% | +22.1% | -26.7% | -16.2% |
| 5Y | -27.4% | -34.3% | +6.9% | -21.4% |
| 10Y | +125.9% | -17.9% | +143.8% | +93.7% |
| All | +5,542.7% | +267.1% | +5,275.6% | +1,646.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling