+217.5%
IEFA vs DPZ
+887.4%
-669.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +0.6% | -2.5% | +3.1% | +1.0% |
| 30D | +1.0% | -7.0% | +8.0% | +2.2% |
| 3M | +4.7% | +11.6% | -6.9% | +2.3% |
| 6M | +8.6% | -15.2% | +23.7% | +11.2% |
| YTD | +14.8% | -17.2% | +32.1% | +18.0% |
| 1Y | +22.6% | -24.8% | +47.5% | +28.2% |
| 3Y | +67.0% | -8.7% | +75.7% | +66.3% |
| 5Y | +52.3% | -28.9% | +81.2% | +56.1% |
| 10Y | +147.3% | +153.6% | -6.3% | +85.2% |
| All | +217.5% | +887.4% | -669.9% | +50.4% |
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