+307.4%
IVV vs DPZ
+116.9%
+190.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | -0.6% | +2.2% | -2.8% | -1.0% |
| 30D | -3.7% | +6.7% | -10.3% | -5.0% |
| 3M | -2.7% | -4.5% | +1.8% | -2.1% |
| 6M | +2.2% | +3.3% | -1.1% | +0.9% |
| YTD | +10.9% | -19.4% | +30.3% | +14.9% |
| 1Y | +11.3% | -17.3% | +28.6% | +14.6% |
| 3Y | +76.9% | -8.4% | +85.3% | +75.7% |
| 5Y | +73.5% | -28.2% | +101.7% | +77.9% |
| 10Y | +307.4% | +130.9% | +176.5% | +241.1% |
| All | +307.4% | +116.9% | +190.5% | +241.1% |
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