+306.5%
IVV vs DPZ
+123.5%
+183.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | -2.7% | +6.6% | -9.3% | -3.9% |
| 30D | -5.4% | +10.3% | -15.7% | -7.3% |
| 3M | -4.1% | -6.2% | +2.1% | -3.1% |
| 6M | +0.7% | +4.2% | -3.5% | -0.8% |
| YTD | +8.7% | -18.4% | +27.1% | +12.3% |
| 1Y | +11.0% | -14.9% | +25.9% | +13.5% |
| 3Y | +75.4% | -4.6% | +80.1% | +72.8% |
| 5Y | +68.3% | -27.4% | +95.7% | +72.2% |
| All | +306.5% | +123.5% | +183.0% | +242.7% |
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