-28.0%
DPZ vs IWD
+74.7%
-102.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +3.3% |
| 7D | +10.1% | +2.5% | +7.6% | +7.9% |
| 30D | +14.6% | +6.0% | +8.6% | +9.4% |
| 3M | -6.8% | +3.8% | -10.5% | -9.4% |
| 6M | +4.4% | +16.3% | -11.9% | -7.7% |
| YTD | -16.8% | +27.5% | -44.3% | -31.9% |
| 1Y | -14.5% | +32.8% | -47.3% | -32.3% |
| 3Y | -1.1% | +84.3% | -85.4% | -40.6% |
| 5Y | -28.0% | +75.7% | -103.7% | -55.2% |
| All | -28.0% | +74.7% | -102.7% | -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