+22.9%
IP vs DPZ
+153.4%
-130.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | -5.3% | -2.5% | -2.7% | -4.8% |
| 30D | -10.9% | -7.0% | -3.9% | -9.7% |
| 3M | +11.2% | +11.6% | -0.4% | +8.6% |
| 6M | -10.2% | -15.2% | +4.9% | -7.8% |
| YTD | -2.0% | -17.2% | +15.3% | +1.0% |
| 1Y | -19.1% | -24.8% | +5.8% | -15.1% |
| 3Y | +20.9% | -8.7% | +29.5% | +21.3% |
| 5Y | -17.8% | -28.9% | +11.1% | -15.9% |
| All | +22.9% | +153.4% | -130.5% | -2.5% |
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