+357.1%
IGV vs DPZ
+116.9%
+240.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -2.3% | +2.2% | -4.4% | -2.9% |
| 30D | -11.0% | +6.7% | -17.6% | -12.8% |
| 3M | -4.5% | -4.5% | +0.1% | -3.6% |
| 6M | +10.1% | +3.3% | +6.8% | +8.0% |
| YTD | -5.1% | -19.4% | +14.4% | -0.1% |
| 1Y | -10.2% | -17.3% | +7.0% | -6.4% |
| 3Y | +37.7% | -8.4% | +46.1% | +36.1% |
| 5Y | +15.7% | -28.2% | +43.9% | +21.0% |
| 10Y | +357.1% | +130.9% | +226.2% | +256.2% |
| All | +357.1% | +116.9% | +240.2% | +256.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling