+392.8%
IWF vs DPZ
+134.3%
+258.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +5.3% | -2.5% | +7.7% | +5.9% |
| 30D | -8.6% | +12.5% | -21.1% | -11.2% |
| 3M | -6.5% | -5.2% | -1.3% | -5.7% |
| 6M | -5.6% | +8.8% | -14.4% | -8.5% |
| YTD | -1.5% | -18.7% | +17.1% | +2.4% |
| 1Y | -2.8% | -15.7% | +12.8% | -0.1% |
| 3Y | +67.1% | -7.5% | +74.7% | +64.7% |
| 5Y | +57.6% | -30.1% | +87.7% | +63.6% |
| All | +392.8% | +134.3% | +258.5% | +300.3% |
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 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