+23.5%
DBX vs IAG
+461.2%
-437.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.8% | +2.5% |
| 7D | -8.1% | +3.4% | -11.6% | -8.4% |
| 30D | -4.9% | -2.7% | -2.2% | -4.9% |
| 3M | -2.7% | -0.5% | -2.2% | -3.0% |
| 6M | +25.2% | -4.8% | +30.0% | +24.9% |
| YTD | +19.3% | +9.6% | +9.7% | +16.6% |
| 1Y | +6.6% | +32.2% | -25.6% | +2.4% |
| 3Y | +24.6% | +692.5% | -667.9% | +0.5% |
| 5Y | +23.5% | +447.6% | -424.1% | -2.7% |
| All | +23.5% | +461.2% | -437.7% | -2.7% |
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