+7.8%
DBX vs IAG
+804.8%
-797.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.2% |
| 7D | +0.3% | +1.7% | -1.4% | +0.2% |
| 30D | 0.0% | +11.4% | -11.4% | -0.6% |
| 3M | +26.1% | +33.0% | -6.9% | +24.0% |
| 6M | +29.4% | -6.0% | +35.4% | +29.5% |
| YTD | +24.4% | +24.6% | -0.1% | +21.4% |
| 1Y | +10.9% | +105.0% | -94.1% | +3.5% |
| 3Y | +24.1% | +837.9% | -813.8% | +1.7% |
| 5Y | +7.8% | +817.0% | -809.2% | -15.2% |
| All | +7.8% | +804.8% | -797.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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