+889.5%
IVV vs DPZ
+5,460.8%
-4,571.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -4.8% | +9.5% | -14.3% | -6.8% |
| 30D | -5.9% | +12.8% | -18.7% | -8.7% |
| 3M | -4.5% | -6.2% | +1.7% | -3.4% |
| 6M | +1.8% | +4.3% | -2.4% | -0.1% |
| YTD | +8.4% | -16.6% | +25.0% | +11.8% |
| 1Y | +9.4% | -12.8% | +22.2% | +11.5% |
| 3Y | +75.3% | -0.8% | +76.1% | +70.3% |
| 5Y | +67.8% | -25.8% | +93.6% | +72.2% |
| 10Y | +314.2% | +130.9% | +183.3% | +203.4% |
| All | +889.5% | +5,460.8% | -4,571.4% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling