+23.8%
IWM vs DPZ
-28.5%
+52.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -1.0% |
| 7D | +1.4% | +2.2% | -0.8% | +0.8% |
| 30D | +2.3% | +15.5% | -13.2% | -1.7% |
| 3M | -8.3% | -2.0% | -6.3% | -8.1% |
| 6M | -1.3% | +12.1% | -13.5% | -5.4% |
| YTD | +13.5% | -16.6% | +30.1% | +18.5% |
| 1Y | +18.4% | -14.6% | +33.0% | +22.5% |
| 3Y | +69.6% | -4.1% | +73.8% | +64.6% |
| All | +23.8% | -28.5% | +52.3% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling