+22.3%
DBX vs IBN
+269.6%
-247.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -2.4% | +1.4% | -3.8% | -2.8% |
| 30D | -0.5% | -0.3% | -0.2% | -0.5% |
| 3M | +28.1% | +17.1% | +10.9% | +22.8% |
| 6M | +33.1% | +3.4% | +29.7% | +31.5% |
| YTD | +25.3% | +2.5% | +22.8% | +23.9% |
| 1Y | +18.3% | -4.2% | +22.5% | +19.0% |
| 3Y | +25.0% | +32.4% | -7.4% | +14.2% |
| 5Y | +7.5% | +59.2% | -51.7% | -6.7% |
| All | +22.3% | +269.6% | -247.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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