+15.9%
IP vs DPZ
+134.3%
-118.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.4% |
| 7D | -0.9% | -2.5% | +1.6% | -0.4% |
| 30D | +6.7% | +12.5% | -5.8% | +4.2% |
| 3M | -16.6% | -5.2% | -11.4% | -15.8% |
| 6M | +6.0% | +8.8% | -2.8% | +3.9% |
| YTD | -10.7% | -18.7% | +8.0% | -7.7% |
| 1Y | -6.7% | -15.7% | +9.0% | -4.3% |
| 3Y | +17.1% | -7.5% | +24.6% | +17.4% |
| 5Y | -14.6% | -30.1% | +15.5% | -12.3% |
| All | +15.9% | +134.3% | -118.3% | -3.5% |
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