+24.9%
DBX vs INDA
+59.7%
-34.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.0% |
| 7D | +2.1% | -2.7% | +4.8% | +3.6% |
| 30D | +5.7% | -2.8% | +8.5% | +7.3% |
| 3M | +31.8% | +1.6% | +30.2% | +30.6% |
| 6M | +37.5% | -1.4% | +38.9% | +38.0% |
| YTD | +27.9% | -10.1% | +38.1% | +34.8% |
| 1Y | +15.0% | -8.8% | +23.8% | +20.1% |
| 3Y | +27.2% | +7.6% | +19.6% | +20.7% |
| 5Y | +12.8% | +5.8% | +7.0% | +7.8% |
| All | +24.9% | +59.7% | -34.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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