+5,622.1%
DPZ vs IONS
+1,061.8%
+4,560.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | -4.8% | +2.3% | -1.9% |
| 30D | -7.0% | +7.2% | -14.2% | -8.0% |
| 3M | +11.6% | -22.7% | +34.3% | +14.8% |
| 6M | -15.2% | -26.9% | +11.7% | -12.1% |
| YTD | -17.2% | -26.6% | +9.3% | -14.4% |
| 1Y | -24.8% | -2.1% | -22.7% | -25.6% |
| 3Y | -8.7% | +43.4% | -52.1% | -16.7% |
| 5Y | -28.9% | +47.0% | -75.9% | -36.8% |
| 10Y | +153.6% | +97.2% | +56.5% | +98.3% |
| All | +5,622.1% | +1,061.8% | +4,560.3% | +2,676.8% |
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