+364.4%
IGV vs DPZ
+143.2%
+221.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.4% |
| 7D | -1.5% | -7.3% | +5.7% | +0.7% |
| 30D | -3.0% | -7.6% | +4.6% | -1.0% |
| 3M | +9.6% | +1.8% | +7.8% | +8.3% |
| 6M | +16.1% | -21.8% | +37.9% | +23.9% |
| YTD | -3.6% | -22.0% | +18.4% | +2.7% |
| 1Y | -7.8% | -28.6% | +20.8% | +0.7% |
| 3Y | +40.0% | -13.1% | +53.1% | +40.8% |
| 5Y | +21.2% | -33.2% | +54.4% | +29.7% |
| 10Y | +364.4% | +147.0% | +217.4% | +241.1% |
| All | +364.4% | +143.2% | +221.2% | +241.1% |
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