+5,666.8%
DPZ vs IRM
+1,293.0%
+4,373.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.1% | +11.4% | +3.6% |
| 7D | +9.5% | -10.9% | +20.4% | +13.1% |
| 30D | +12.8% | -9.4% | +22.2% | +15.8% |
| 3M | -6.2% | -16.4% | +10.1% | -1.7% |
| 6M | +4.3% | -18.7% | +23.0% | +9.5% |
| YTD | -16.6% | +30.1% | -46.7% | -25.1% |
| 1Y | -12.8% | +8.5% | -21.4% | -17.3% |
| 3Y | -0.8% | +88.0% | -88.9% | -23.6% |
| 5Y | -25.8% | +167.6% | -193.4% | -50.2% |
| 10Y | +130.9% | +458.9% | -328.0% | +9.5% |
| All | +5,666.8% | +1,293.0% | +4,373.8% | +1,649.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling