+17.7%
DBX vs IBB
+102.0%
-84.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +2.5% |
| 7D | -6.3% | +1.6% | -7.9% | -7.5% |
| 30D | -5.9% | +6.7% | -12.6% | -10.3% |
| 3M | -0.4% | +6.3% | -6.7% | -5.7% |
| 6M | +29.8% | +23.9% | +5.9% | +9.7% |
| YTD | +20.5% | +26.6% | -6.0% | -0.8% |
| 1Y | +8.7% | +29.6% | -21.0% | -12.4% |
| 3Y | +25.9% | +86.1% | -60.1% | -25.4% |
| 5Y | +24.2% | +40.3% | -16.2% | -8.4% |
| All | +17.7% | +102.0% | -84.3% | -39.1% |
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