+21.5%
DBX vs IFF
-21.7%
+43.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.7% |
| 7D | +0.3% | -3.0% | +3.3% | +1.0% |
| 30D | 0.0% | -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