+155.0%
DPZ vs IRM
+418.8%
-263.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -2.5% | -0.5% | -2.1% | -2.5% |
| 30D | -7.0% | -8.1% | +1.1% | -5.7% |
| 3M | +11.6% | -9.7% | +21.3% | +13.2% |
| 6M | -15.2% | +10.0% | -25.2% | -17.4% |
| YTD | -17.2% | +43.0% | -60.2% | -23.6% |
| 1Y | -24.8% | +32.7% | -57.5% | -29.8% |
| 3Y | -8.7% | +102.7% | -111.4% | -22.5% |
| 5Y | -28.9% | +187.6% | -216.5% | -44.0% |
| All | +155.0% | +418.8% | -263.7% | +80.8% |
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