-8.4%
DPZ vs IVZ
+136.1%
-144.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | -2.5% | +0.6% | -3.2% | -2.7% |
| 30D | -7.0% | +4.0% | -11.0% | -7.5% |
| 3M | +11.6% | +18.2% | -6.6% | +8.6% |
| 6M | -15.2% | +32.8% | -48.0% | -19.3% |
| YTD | -17.2% | +28.7% | -46.0% | -21.1% |
| 1Y | -24.8% | +55.4% | -80.2% | -31.1% |
| All | -8.4% | +136.1% | -144.5% | -25.3% |
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