+124.0%
DPZ vs IWD
+207.5%
-83.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +6.6% | -0.5% | +7.0% | +6.8% |
| 30D | +10.3% | +2.7% | +7.6% | +8.8% |
| 3M | -6.2% | +0.9% | -7.0% | -6.5% |
| 6M | +4.2% | +10.5% | -6.3% | -1.0% |
| YTD | -18.4% | +23.7% | -42.1% | -26.9% |
| 1Y | -14.9% | +28.7% | -43.7% | -25.4% |
| 3Y | -4.6% | +79.7% | -84.3% | -28.8% |
| 5Y | -27.4% | +69.7% | -97.1% | -44.6% |
| All | +124.0% | +207.5% | -83.5% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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