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  • DBX vs IFF✓SelectedUSD · IFFDBX vs IFF performance historyLatest closeAs of+2.31%09/09
Stock and ETF performance explorer

DBX vs IFF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+21.5%
IFF return
-21.7%
Excess return
+43.2%
Maximum drawdown
-62.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIFFExcessAlpha
1D+2.3%-1.5%+3.8%+2.7%
7D+0.3%-3.0%+3.3%+1.0%
30D0.0%-0.9%+0.9%+0.2%
3M+26.1%+11.8%+14.3%+22.4%
6M+29.4%+16.5%+12.8%+23.1%
YTD+24.4%+26.5%-2.1%+15.4%
1Y+10.9%+32.7%-21.8%+1.1%
3Y+24.1%+32.0%-7.9%+10.0%
5Y+7.8%-36.1%+43.8%+16.9%
All+21.5%-21.7%+43.2%+8.3%

Cumulative growth

Daily Returns

Daily percentage return beside IFF.

Daily Out/Under-Performance

Portfolio return minus IFF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IFF 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 IFF 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