+124.0%
DPZ vs IRM
+456.9%
-333.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.3% |
| 7D | +6.6% | -8.6% | +15.2% | +8.1% |
| 30D | +10.3% | -8.0% | +18.3% | +11.6% |
| 3M | -6.2% | -12.0% | +5.8% | -4.5% |
| 6M | +4.2% | -18.2% | +22.4% | +7.2% |
| YTD | -18.4% | +31.4% | -49.8% | -23.7% |
| 1Y | -14.9% | +9.2% | -24.1% | -17.7% |
| 3Y | -4.6% | +94.6% | -99.2% | -18.8% |
| 5Y | -27.4% | +170.2% | -197.6% | -42.2% |
| All | +124.0% | +456.9% | -333.0% | +51.4% |
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