-5.0%
DPZ vs IVZ
+145.9%
-151.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.9% |
| 7D | +3.7% | +4.1% | -0.4% | +3.0% |
| 30D | +8.0% | -2.0% | +10.1% | +8.2% |
| 3M | -4.2% | -7.8% | +3.7% | -3.4% |
| 6M | +4.6% | +6.3% | -1.7% | +3.1% |
| YTD | -18.4% | +12.6% | -31.0% | -20.6% |
| 1Y | -16.8% | +27.6% | -44.4% | -20.9% |
| 3Y | -5.0% | +154.0% | -159.1% | -24.0% |
| All | -5.0% | +145.9% | -151.0% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling