+8.5%
IWF vs DPZ
-29.3%
+37.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.6% |
| 7D | +0.5% | -7.3% | +7.8% | +0.3% |
| 30D | -1.4% | -7.6% | +6.2% | -1.5% |
| 3M | +0.4% | +1.8% | -1.4% | +0.5% |
| 6M | +8.5% | -21.8% | +30.3% | +9.3% |
| YTD | +3.7% | -22.0% | +25.7% | +4.1% |
| 1Y | +8.5% | -28.6% | +37.1% | +9.7% |
| All | +8.5% | -29.3% | +37.7% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling