+26.5%
IP vs DPZ
+123.5%
-97.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | -5.1% | +6.6% | -11.6% | -6.3% |
| 30D | +8.5% | +10.3% | -1.8% | +6.4% |
| 3M | -13.8% | -6.2% | -7.7% | -12.9% |
| 6M | +5.7% | +4.2% | +1.5% | +4.5% |
| YTD | -9.1% | -18.4% | +9.3% | -6.2% |
| 1Y | -0.8% | -14.9% | +14.1% | +1.5% |
| 3Y | +14.8% | -4.6% | +19.4% | +14.4% |
| 5Y | -11.5% | -27.4% | +15.9% | -9.7% |
| All | +26.5% | +123.5% | -97.0% | +8.3% |
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 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