+117.6%
IEMG vs DPZ
+895.3%
-777.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.8% |
| 7D | +2.7% | +2.2% | +0.5% | +2.3% |
| 30D | -5.7% | +15.5% | -21.2% | -8.0% |
| 3M | -8.8% | -2.0% | -6.8% | -8.7% |
| 6M | -8.9% | +12.1% | -21.1% | -11.3% |
| YTD | +11.2% | -16.6% | +27.8% | +13.8% |
| 1Y | +12.2% | -14.6% | +26.8% | +14.3% |
| 3Y | +68.5% | -4.1% | +72.7% | +65.7% |
| 5Y | +34.3% | -28.3% | +62.7% | +37.3% |
| 10Y | +131.1% | +141.3% | -10.1% | +71.7% |
| All | +117.6% | +895.3% | -777.8% | -2.4% |
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