+53.6%
IJR vs DPZ
-12.8%
+66.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.1% |
| 7D | -1.1% | -7.3% | +6.2% | +0.6% |
| 30D | -3.6% | -7.6% | +4.0% | -2.0% |
| 3M | +2.3% | +1.8% | +0.5% | +1.4% |
| 6M | +14.3% | -21.8% | +36.2% | +21.1% |
| YTD | +19.3% | -22.0% | +41.3% | +26.2% |
| 1Y | +22.6% | -28.6% | +51.2% | +33.0% |
| All | +53.6% | -12.8% | +66.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling