+701.1%
IJR vs DPZ
+5,462.3%
-4,761.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -0.8% |
| 7D | +2.2% | +2.2% | -0.1% | +1.5% |
| 30D | +3.8% | +15.5% | -11.6% | -0.6% |
| 3M | -5.7% | -2.0% | -3.7% | -5.6% |
| 6M | +4.6% | +12.1% | -7.5% | +0.1% |
| YTD | +18.0% | -16.6% | +34.6% | +22.6% |
| 1Y | +21.8% | -14.6% | +36.4% | +25.6% |
| 3Y | +61.1% | -4.1% | +65.2% | +57.7% |
| 5Y | +27.3% | -28.3% | +55.6% | +33.4% |
| 10Y | +154.1% | +141.3% | +12.8% | +66.2% |
| All | +701.1% | +5,462.3% | -4,761.1% | +57.7% |
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