+25.2%
DBX vs IAG
-4.1%
+29.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.8% | +2.1% |
| 7D | -8.1% | +3.4% | -11.6% | -7.8% |
| 30D | -4.9% | -2.7% | -2.2% | -5.1% |
| 3M | -2.7% | -0.5% | -2.2% | -2.0% |
| 6M | +25.2% | -4.8% | +30.0% | +27.5% |
| All | +25.2% | -4.1% | +29.3% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling