+166.9%
IWM vs DPZ
+150.4%
+16.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +1.4% | -1.5% | +2.9% | +1.7% |
| 30D | -2.3% | -4.4% | +2.1% | -1.4% |
| 3M | +4.0% | +7.6% | -3.7% | +1.7% |
| 6M | +17.9% | -16.9% | +34.9% | +22.3% |
| YTD | +20.2% | -18.6% | +38.8% | +25.1% |
| 1Y | +25.0% | -26.7% | +51.6% | +33.2% |
| 3Y | +66.0% | -9.3% | +75.3% | +66.1% |
| 5Y | +40.0% | -31.0% | +71.1% | +45.6% |
| 10Y | +166.9% | +152.4% | +14.5% | +102.4% |
| All | +166.9% | +150.4% | +16.5% | +102.4% |
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