+222.8%
IAU vs DPZ
+143.2%
+79.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.0% |
| 7D | +0.2% | -7.3% | +7.4% | +0.4% |
| 30D | +0.2% | -7.6% | +7.8% | +0.5% |
| 3M | +3.3% | +1.8% | +1.5% | +3.1% |
| 6M | -14.6% | -21.8% | +7.3% | -13.9% |
| YTD | +1.9% | -22.0% | +23.9% | +2.6% |
| 1Y | +20.9% | -28.6% | +49.5% | +22.2% |
| 3Y | +127.5% | -13.1% | +140.6% | +127.8% |
| 5Y | +141.9% | -33.2% | +175.1% | +143.7% |
| 10Y | +222.8% | +147.0% | +75.7% | +206.6% |
| All | +222.8% | +143.2% | +79.6% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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