+179.3%
IJH vs DPZ
+141.0%
+38.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -1.9% | -8.6% | +6.8% | +0.1% |
| 30D | -4.6% | -11.9% | +7.3% | -2.1% |
| 3M | -1.2% | +0.4% | -1.6% | -1.8% |
| 6M | +9.4% | -19.9% | +29.3% | +14.1% |
| YTD | +13.3% | -24.4% | +37.7% | +19.6% |
| 1Y | +13.4% | -30.4% | +43.8% | +21.9% |
| 3Y | +50.4% | -17.4% | +67.8% | +53.6% |
| 5Y | +49.0% | -34.6% | +83.5% | +56.5% |
| All | +179.3% | +141.0% | +38.3% | +123.2% |
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