+128.9%
DPZ vs IWD
+208.6%
-79.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.6% |
| 7D | +9.5% | -0.9% | +10.4% | +10.0% |
| 30D | +12.8% | +2.6% | +10.2% | +11.3% |
| 3M | -6.2% | +1.2% | -7.5% | -6.8% |
| 6M | +4.3% | +12.1% | -7.9% | -1.7% |
| YTD | -16.6% | +24.1% | -40.8% | -25.5% |
| 1Y | -12.8% | +28.5% | -41.3% | -23.5% |
| 3Y | -0.8% | +79.5% | -80.3% | -25.9% |
| 5Y | -25.8% | +70.3% | -96.1% | -43.5% |
| All | +128.9% | +208.6% | -79.7% | +43.6% |
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