+310.3%
IVV vs DPZ
+140.2%
+170.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.9% |
| 7D | +2.6% | +2.2% | +0.3% | +2.1% |
| 30D | -2.0% | +15.5% | -17.5% | -4.8% |
| 3M | -2.8% | -2.0% | -0.8% | -2.6% |
| 6M | +2.2% | +12.1% | -10.0% | -0.9% |
| YTD | +11.5% | -16.6% | +28.1% | +14.7% |
| 1Y | +13.5% | -14.6% | +28.1% | +16.1% |
| 3Y | +78.1% | -4.1% | +82.2% | +75.2% |
| 5Y | +73.1% | -28.3% | +101.4% | +77.5% |
| All | +310.3% | +140.2% | +170.1% | +240.8% |
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