-25.8%
DPZ vs IVZ
+27.2%
-53.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.0% | +8.3% | +2.0% |
| 7D | +9.5% | -6.7% | +16.2% | +11.0% |
| 30D | +12.8% | -10.9% | +23.7% | +15.4% |
| 3M | -6.2% | -14.8% | +8.6% | -3.2% |
| 6M | +4.3% | +2.4% | +1.9% | +2.8% |
| YTD | -16.6% | +5.4% | -22.0% | -18.9% |
| 1Y | -12.8% | +19.6% | -32.4% | -18.0% |
| 3Y | -0.8% | +122.4% | -123.3% | -24.2% |
| 5Y | -25.8% | +28.8% | -54.6% | -36.1% |
| All | -25.8% | +27.2% | -53.0% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling