+5,666.8%
DPZ vs IONS
+676.0%
+4,990.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +0.8% |
| 7D | +9.5% | -12.6% | +22.1% | +11.5% |
| 30D | +12.8% | -11.8% | +24.6% | +14.7% |
| 3M | -6.2% | -28.4% | +22.2% | -2.0% |
| 6M | +4.3% | -48.4% | +52.7% | +13.3% |
| YTD | -16.6% | -51.0% | +34.4% | -8.9% |
| 1Y | -12.8% | -48.0% | +35.2% | -5.6% |
| 3Y | -0.8% | -17.8% | +16.9% | -2.0% |
| 5Y | -25.8% | +15.2% | -41.0% | -31.7% |
| 10Y | +130.9% | +43.0% | +87.9% | +88.9% |
| All | +5,666.8% | +676.0% | +4,990.8% | +2,856.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling