+210.7%
IAU vs DPZ
+140.2%
+70.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | 0.0% |
| 7D | -4.6% | +2.2% | -6.8% | -4.7% |
| 30D | -5.4% | +15.5% | -20.9% | -5.9% |
| 3M | -10.9% | -2.0% | -8.9% | -10.9% |
| 6M | -17.4% | +12.1% | -29.5% | -17.8% |
| YTD | -10.2% | -16.6% | +6.4% | -9.8% |
| 1Y | -7.1% | -14.6% | +7.5% | -6.7% |
| 3Y | +97.7% | -4.1% | +101.9% | +97.4% |
| 5Y | +105.3% | -28.3% | +133.6% | +106.2% |
| All | +210.7% | +140.2% | +70.4% | +207.9% |
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