+264.9%
ICE vs DPZ
+140.2%
+124.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | -0.1% |
| 7D | +3.6% | +2.2% | +1.4% | +3.2% |
| 30D | +15.1% | +15.5% | -0.4% | +11.9% |
| 3M | +15.4% | -2.0% | +17.4% | +15.6% |
| 6M | +16.1% | +12.1% | +4.0% | +13.1% |
| YTD | +11.4% | -16.6% | +27.9% | +14.5% |
| 1Y | +18.5% | -14.6% | +33.0% | +21.2% |
| 3Y | +70.5% | -4.1% | +74.7% | +68.4% |
| 5Y | +40.9% | -28.3% | +69.2% | +44.0% |
| All | +264.9% | +140.2% | +124.6% | +213.5% |
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