+133.0%
DPZ vs IRM
+505.0%
-371.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +2.2% | -5.1% | +7.2% | +2.9% |
| 30D | +6.7% | -3.3% | +9.9% | +7.1% |
| 3M | -4.5% | -8.2% | +3.6% | -3.5% |
| 6M | +3.3% | -12.8% | +16.1% | +5.0% |
| YTD | -19.4% | +36.6% | -56.0% | -25.1% |
| 1Y | -17.3% | +11.9% | -29.2% | -20.2% |
| 3Y | -8.4% | +105.1% | -113.5% | -22.6% |
| 5Y | -28.2% | +182.4% | -210.6% | -43.1% |
| All | +133.0% | +505.0% | -371.9% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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