+605.7%
IWM vs DPZ
+5,417.8%
-4,812.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +0.1% | -2.5% | +2.6% | +0.9% |
| 30D | -1.3% | -7.0% | +5.7% | +0.8% |
| 3M | +1.6% | +11.6% | -10.0% | -2.7% |
| 6M | +13.6% | -15.2% | +28.7% | +18.2% |
| YTD | +20.8% | -17.2% | +38.0% | +26.4% |
| 1Y | +26.4% | -24.8% | +51.3% | +36.3% |
| 3Y | +60.7% | -8.7% | +69.4% | +59.5% |
| 5Y | +38.2% | -28.9% | +67.1% | +45.7% |
| 10Y | +169.5% | +153.6% | +15.8% | +69.6% |
| All | +605.7% | +5,417.8% | -4,812.1% | +27.1% |
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