+128.9%
DPZ vs IONS
+15.4%
+113.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +0.7% |
| 7D | +9.5% | -12.6% | +22.1% | +11.1% |
| 30D | +12.8% | -11.8% | +24.6% | +14.3% |
| 3M | -6.2% | -28.4% | +22.2% | -2.9% |
| 6M | +4.3% | -48.4% | +52.7% | +11.3% |
| YTD | -16.6% | -51.0% | +34.4% | -10.5% |
| 1Y | -12.8% | -48.0% | +35.2% | -7.2% |
| 3Y | -0.8% | -17.8% | +16.9% | -1.9% |
| 5Y | -25.8% | +15.2% | -41.0% | -30.4% |
| All | +128.9% | +15.4% | +113.4% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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