+22.0%
IGV vs DPZ
-30.2%
+52.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.3% |
| 7D | -3.3% | -1.5% | -1.9% | -2.9% |
| 30D | 0.0% | -4.4% | +4.4% | +1.2% |
| 3M | +7.3% | +7.6% | -0.3% | +4.1% |
| 6M | +16.7% | -16.9% | +33.7% | +23.0% |
| YTD | -2.8% | -18.6% | +15.8% | +2.8% |
| 1Y | -6.7% | -26.7% | +20.0% | +2.3% |
| 3Y | +41.1% | -9.3% | +50.4% | +38.0% |
| 5Y | +22.0% | -31.0% | +53.0% | +41.0% |
| All | +22.0% | -30.2% | +52.2% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling