+22.3%
DBX vs IAG
+284.2%
-261.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.3% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | -0.5% | +28.9% | -29.4% | -1.8% |
| 3M | +28.1% | +19.1% | +8.9% | +26.7% |
| 6M | +33.1% | -10.3% | +43.3% | +33.4% |
| YTD | +25.3% | +24.2% | +1.1% | +22.6% |
| 1Y | +18.3% | +116.5% | -98.1% | +11.4% |
| 3Y | +25.0% | +742.8% | -717.8% | +7.2% |
| 5Y | +7.5% | +753.3% | -745.8% | -11.0% |
| All | +22.3% | +284.2% | -261.9% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling