-1.6%
IQV vs DPZ
-34.0%
+32.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.7% |
| 7D | -2.6% | -7.3% | +4.7% | +0.1% |
| 30D | +6.2% | -7.6% | +13.8% | +9.1% |
| 3M | +38.0% | +1.8% | +36.2% | +36.4% |
| 6M | +43.9% | -21.8% | +65.7% | +56.2% |
| YTD | +14.0% | -22.0% | +36.0% | +23.7% |
| 1Y | +35.5% | -28.6% | +64.1% | +51.7% |
| 3Y | +20.3% | -13.1% | +33.4% | +21.1% |
| 5Y | -1.6% | -33.2% | +31.6% | +10.9% |
| All | -1.6% | -34.0% | +32.4% | +10.9% |
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