+1,506.0%
IGV vs DPZ
+5,417.8%
-3,911.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | -4.5% | -2.5% | -2.0% | -3.8% |
| 30D | +3.2% | -7.0% | +10.2% | +5.2% |
| 3M | +4.5% | +11.6% | -7.1% | +0.6% |
| 6M | +22.1% | -15.2% | +37.3% | +27.0% |
| YTD | -1.0% | -17.2% | +16.2% | +3.4% |
| 1Y | -2.1% | -24.8% | +22.7% | +5.0% |
| 3Y | +44.6% | -8.7% | +53.2% | +43.7% |
| 5Y | +22.2% | -28.9% | +51.1% | +28.9% |
| 10Y | +364.7% | +153.6% | +211.1% | +224.6% |
| All | +1,506.0% | +5,417.8% | -3,911.8% | +305.0% |
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 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