+421.3%
IWF vs DPZ
+143.2%
+278.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.5% |
| 7D | +0.5% | -7.3% | +7.8% | +2.3% |
| 30D | -1.4% | -7.6% | +6.2% | +0.3% |
| 3M | +0.4% | +1.8% | -1.4% | -0.7% |
| 6M | +8.5% | -21.8% | +30.3% | +14.3% |
| YTD | +3.7% | -22.0% | +25.7% | +9.1% |
| 1Y | +8.5% | -28.6% | +37.1% | +16.6% |
| 3Y | +78.5% | -13.1% | +91.6% | +79.0% |
| 5Y | +73.6% | -33.2% | +106.9% | +82.6% |
| 10Y | +421.3% | +147.0% | +274.3% | +303.9% |
| All | +421.3% | +143.2% | +278.1% | +303.9% |
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 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