+725.1%
IJR vs DPZ
+5,417.8%
-4,692.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | -0.2% | -2.5% | +2.4% | +0.6% |
| 30D | -2.4% | -7.0% | +4.5% | -0.5% |
| 3M | +3.9% | +11.6% | -7.7% | -0.1% |
| 6M | +12.4% | -15.2% | +27.6% | +16.9% |
| YTD | +21.5% | -17.2% | +38.7% | +27.0% |
| 1Y | +24.0% | -24.8% | +48.8% | +33.3% |
| 3Y | +49.7% | -8.7% | +58.4% | +49.0% |
| 5Y | +39.7% | -28.9% | +68.6% | +46.8% |
| 10Y | +169.0% | +153.6% | +15.4% | +73.1% |
| All | +725.1% | +5,417.8% | -4,692.7% | +63.3% |
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