+387.3%
IWF vs DPZ
+140.2%
+247.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.7% |
| 7D | +2.8% | +2.2% | +0.6% | +2.3% |
| 30D | -7.5% | +15.5% | -23.0% | -10.8% |
| 3M | -8.5% | -2.0% | -6.5% | -8.4% |
| 6M | -7.4% | +12.1% | -19.6% | -10.8% |
| YTD | -2.6% | -16.6% | +13.9% | +0.6% |
| 1Y | -1.8% | -14.6% | +12.7% | +0.7% |
| 3Y | +65.5% | -4.1% | +69.6% | +61.6% |
| 5Y | +55.8% | -28.3% | +84.1% | +60.8% |
| All | +387.3% | +140.2% | +247.0% | +293.5% |
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