+811.0%
IAU vs DPZ
+4,389.8%
-3,578.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +4.9% | +3.7% | +1.2% | +4.9% |
| 30D | -1.4% | +8.0% | -9.4% | -1.4% |
| 3M | -4.8% | -4.2% | -0.6% | -4.8% |
| 6M | -12.5% | +4.6% | -17.1% | -12.5% |
| YTD | -4.2% | -18.4% | +14.2% | -4.1% |
| 1Y | +3.1% | -16.8% | +19.9% | +3.2% |
| 3Y | +110.0% | -5.0% | +115.0% | +110.1% |
| 5Y | +123.1% | -27.8% | +150.9% | +123.1% |
| 10Y | +216.7% | +121.1% | +95.6% | +219.8% |
| All | +811.0% | +4,389.8% | -3,578.8% | +773.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling