+138.9%
DPZ vs IRM
+524.5%
-385.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | -2.5% | +8.6% | -11.1% | -3.8% |
| 30D | +12.5% | 0.0% | +12.6% | +12.3% |
| 3M | -5.2% | -7.1% | +1.9% | -4.4% |
| 6M | +8.8% | -7.9% | +16.7% | +9.5% |
| YTD | -18.7% | +41.3% | -60.0% | -24.8% |
| 1Y | -15.7% | +20.7% | -36.4% | -19.8% |
| 3Y | -7.5% | +112.2% | -119.7% | -22.3% |
| 5Y | -30.1% | +191.2% | -221.3% | -44.9% |
| All | +138.9% | +524.5% | -385.6% | +63.2% |
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