+13.9%
IEMG vs DPZ
-14.7%
+28.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +1.4% |
| 7D | -3.1% | +10.1% | -13.2% | -2.2% |
| 30D | -10.3% | +14.6% | -24.9% | -9.1% |
| 3M | -6.6% | -6.8% | +0.1% | -6.9% |
| 6M | -3.9% | +4.4% | -8.3% | -2.6% |
| YTD | +12.4% | -16.8% | +29.2% | +14.0% |
| 1Y | +13.9% | -14.5% | +28.3% | +15.6% |
| All | +13.9% | -14.7% | +28.6% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling