+363.6%
IGV vs DPZ
+140.2%
+223.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.0% |
| 7D | +2.3% | +2.2% | +0.1% | +1.7% |
| 30D | -6.0% | +15.5% | -21.5% | -10.1% |
| 3M | -4.8% | -2.0% | -2.8% | -4.7% |
| 6M | +14.2% | +12.1% | +2.1% | +9.4% |
| YTD | -4.2% | -16.6% | +12.3% | -0.2% |
| 1Y | -5.3% | -14.6% | +9.3% | -2.2% |
| 3Y | +38.8% | -4.1% | +42.9% | +35.3% |
| 5Y | +14.2% | -28.3% | +42.5% | +19.5% |
| All | +363.6% | +140.2% | +223.3% | +258.4% |
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 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