+990.2%
IBKR vs DPZ
+141.0%
+849.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | -1.3% | -8.6% | +7.3% | +0.3% |
| 30D | -0.2% | -11.9% | +11.7% | +2.1% |
| 3M | +3.0% | +0.4% | +2.5% | +2.2% |
| 6M | +33.9% | -19.9% | +53.7% | +38.8% |
| YTD | +42.5% | -24.4% | +66.9% | +49.3% |
| 1Y | +44.9% | -30.4% | +75.3% | +54.2% |
| 3Y | +293.0% | -17.4% | +310.4% | +300.8% |
| 5Y | +497.7% | -34.6% | +532.2% | +525.9% |
| All | +990.2% | +141.0% | +849.2% | +819.0% |
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 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