+124.0%
DPZ vs IVZ
+48.5%
+75.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +6.6% | -2.4% | +9.0% | +6.9% |
| 30D | +10.3% | -11.2% | +21.5% | +12.2% |
| 3M | -6.2% | -14.0% | +7.8% | -4.1% |
| 6M | +4.2% | +0.5% | +3.8% | +3.6% |
| YTD | -18.4% | +5.4% | -23.8% | -19.9% |
| 1Y | -14.9% | +19.5% | -34.4% | -18.2% |
| 3Y | -4.6% | +128.7% | -133.3% | -19.0% |
| 5Y | -27.4% | +28.8% | -56.2% | -34.3% |
| All | +124.0% | +48.5% | +75.5% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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