-12.3%
IP vs DPZ
-27.3%
+15.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.2% | -4.0% |
| 7D | -5.0% | +9.5% | -14.5% | -7.2% |
| 30D | +6.5% | +12.8% | -6.3% | +3.1% |
| 3M | -18.0% | -6.2% | -11.8% | -16.8% |
| 6M | +10.3% | +4.3% | +6.1% | +8.6% |
| YTD | -9.9% | -16.6% | +6.7% | -6.3% |
| 1Y | -1.1% | -12.8% | +11.8% | +1.6% |
| 3Y | +13.0% | -0.8% | +13.8% | +10.2% |
| 5Y | -12.3% | -25.8% | +13.5% | -14.5% |
| All | -12.3% | -27.3% | +15.0% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling