-25.8%
DPZ vs IRM
+173.7%
-199.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.1% | +11.4% | +2.5% |
| 7D | +9.5% | -10.9% | +20.4% | +11.9% |
| 30D | +12.8% | -9.4% | +22.2% | +14.8% |
| 3M | -6.2% | -16.4% | +10.1% | -3.1% |
| 6M | +4.3% | -18.7% | +23.0% | +8.0% |
| YTD | -16.6% | +30.1% | -46.7% | -23.9% |
| 1Y | -12.8% | +8.5% | -21.4% | -16.7% |
| 3Y | -0.8% | +88.0% | -88.9% | -22.8% |
| 5Y | -25.8% | +167.6% | -193.4% | -50.7% |
| All | -25.8% | +173.7% | -199.5% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling