+204.4%
IEFA vs DPZ
+895.3%
-691.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.3% |
| 7D | +2.2% | +2.2% | 0.0% | +1.8% |
| 30D | +1.1% | +15.5% | -14.4% | -1.5% |
| 3M | -4.3% | -2.0% | -2.3% | -4.1% |
| 6M | +1.4% | +12.1% | -10.8% | -1.2% |
| YTD | +10.1% | -16.6% | +26.7% | +12.8% |
| 1Y | +12.9% | -14.6% | +27.5% | +15.1% |
| 3Y | +65.8% | -4.1% | +69.9% | +63.5% |
| 5Y | +47.7% | -28.3% | +76.0% | +51.0% |
| 10Y | +146.8% | +141.3% | +5.5% | +87.4% |
| All | +204.4% | +895.3% | -691.0% | +43.8% |
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