+34.7%
IEMG vs DPZ
-28.5%
+63.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.7% |
| 7D | +2.7% | +2.2% | +0.5% | +2.4% |
| 30D | -5.7% | +15.5% | -21.2% | -7.5% |
| 3M | -8.8% | -2.0% | -6.8% | -8.7% |
| 6M | -8.9% | +12.1% | -21.1% | -11.0% |
| YTD | +11.2% | -16.6% | +27.8% | +14.1% |
| 1Y | +12.2% | -14.6% | +26.8% | +14.6% |
| 3Y | +68.5% | -4.1% | +72.7% | +65.4% |
| All | +34.7% | -28.5% | +63.3% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling