+140.8%
IEMG vs DPZ
+141.0%
-0.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.5% |
| 7D | -1.3% | -8.6% | +7.4% | 0.0% |
| 30D | +1.9% | -11.9% | +13.8% | +3.7% |
| 3M | +1.4% | +0.4% | +1.0% | +0.9% |
| 6M | +15.2% | -19.9% | +35.0% | +18.5% |
| YTD | +23.8% | -24.4% | +48.2% | +28.4% |
| 1Y | +30.7% | -30.4% | +61.1% | +37.2% |
| 3Y | +83.3% | -17.4% | +100.6% | +85.0% |
| 5Y | +48.8% | -34.6% | +83.4% | +53.4% |
| All | +140.8% | +141.0% | -0.2% | +85.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling