+14.4%
DBX vs IBB
+107.8%
-93.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.8% | -7.8% |
| 7D | -8.6% | +2.7% | -11.3% | -10.5% |
| 30D | -5.2% | +6.3% | -11.5% | -9.4% |
| 3M | -6.4% | +11.1% | -17.5% | -13.9% |
| 6M | +12.7% | +29.2% | -16.5% | -7.4% |
| YTD | +17.2% | +30.2% | -13.0% | -5.3% |
| 1Y | +5.5% | +39.5% | -34.0% | -19.2% |
| 3Y | +24.1% | +92.3% | -68.2% | -28.1% |
| 5Y | +14.2% | +43.0% | -28.8% | -16.6% |
| All | +14.4% | +107.8% | -93.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling