+145.6%
IEMG vs DPZ
+871.0%
-725.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.3% |
| 7D | +2.8% | -1.5% | +4.2% | +3.0% |
| 30D | +4.6% | -4.4% | +9.1% | +5.3% |
| 3M | +5.5% | +7.6% | -2.1% | +3.7% |
| 6M | +19.7% | -16.9% | +36.6% | +23.0% |
| YTD | +25.5% | -18.6% | +44.1% | +29.3% |
| 1Y | +35.5% | -26.7% | +62.2% | +42.1% |
| 3Y | +88.0% | -9.3% | +97.3% | +86.8% |
| 5Y | +50.6% | -31.0% | +81.6% | +55.1% |
| 10Y | +138.4% | +152.4% | -14.0% | +74.6% |
| All | +145.6% | +871.0% | -725.4% | +10.8% |
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