+1,165.3%
IWF vs DPZ
+5,339.6%
-4,174.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -1.0% | +3.7% | -4.7% | -2.0% |
| 30D | -10.1% | +8.0% | -18.1% | -12.0% |
| 3M | -7.6% | -4.2% | -3.4% | -7.1% |
| 6M | -6.7% | +4.6% | -11.3% | -8.7% |
| YTD | -2.5% | -18.4% | +15.9% | +1.1% |
| 1Y | -2.1% | -16.8% | +14.7% | +1.0% |
| 3Y | +68.6% | -5.0% | +73.7% | +65.3% |
| 5Y | +55.8% | -27.8% | +83.6% | +61.4% |
| 10Y | +383.3% | +121.1% | +262.2% | +261.3% |
| All | +1,165.3% | +5,339.6% | -4,174.3% | +282.1% |
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