+123.1%
IAU vs DPZ
-28.0%
+151.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +4.9% | +3.7% | +1.2% | +4.8% |
| 30D | -1.4% | +8.0% | -9.4% | -1.6% |
| 3M | -4.8% | -4.2% | -0.6% | -4.7% |
| 6M | -12.5% | +4.6% | -17.1% | -12.7% |
| YTD | -4.2% | -18.4% | +14.2% | -3.5% |
| 1Y | +3.1% | -16.8% | +19.9% | +3.7% |
| 3Y | +110.0% | -5.0% | +115.0% | +110.0% |
| 5Y | +123.1% | -27.8% | +150.9% | +124.6% |
| All | +123.1% | -28.0% | +151.1% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling