-28.8%
DPZ vs IWD
+73.6%
-102.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | -2.5% | -0.3% | -2.3% | -2.3% |
| 30D | -7.0% | +0.6% | -7.5% | -7.4% |
| 3M | +11.6% | +7.2% | +4.4% | +5.7% |
| 6M | -15.2% | +16.2% | -31.4% | -24.7% |
| YTD | -17.2% | +23.3% | -40.6% | -30.1% |
| 1Y | -24.8% | +29.6% | -54.4% | -39.0% |
| 3Y | -8.7% | +70.5% | -79.1% | -40.5% |
| All | -28.8% | +73.6% | -102.5% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling