+22.3%
DBX vs IBB
+100.6%
-78.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -1.8% |
| 7D | -2.4% | +1.4% | -3.9% | -3.4% |
| 30D | -0.5% | +10.5% | -11.0% | -7.5% |
| 3M | +28.1% | +23.6% | +4.4% | +9.7% |
| 6M | +33.1% | +22.6% | +10.5% | +13.5% |
| YTD | +25.3% | +25.7% | -0.4% | +4.5% |
| 1Y | +18.3% | +51.4% | -33.0% | -14.6% |
| 3Y | +25.0% | +64.4% | -39.4% | -17.6% |
| 5Y | +7.5% | +22.1% | -14.6% | -10.5% |
| All | +22.3% | +100.6% | -78.3% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling