-12.8%
DPZ vs IWD
+29.3%
-42.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +2.1% |
| 7D | +9.5% | -0.9% | +10.4% | +10.0% |
| 30D | +12.8% | +2.6% | +10.2% | +10.9% |
| 3M | -6.2% | +1.2% | -7.5% | -7.0% |
| 6M | +4.3% | +12.1% | -7.9% | -1.6% |
| YTD | -16.6% | +24.1% | -40.8% | -26.8% |
| 1Y | -12.8% | +28.5% | -41.3% | -25.5% |
| All | -12.8% | +29.3% | -42.1% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling