+17.7%
DBX vs INDA
+69.2%
-51.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.3% | +1.1% | -4.4% | -3.8% |
| 30D | -5.9% | +9.4% | -15.2% | -10.3% |
| 3M | -6.7% | +2.9% | -9.6% | -8.2% |
| 6M | +28.0% | +7.2% | +20.7% | +22.9% |
| YTD | +20.6% | -4.8% | +25.4% | +23.1% |
| 1Y | +10.3% | -5.1% | +15.4% | +12.7% |
| 3Y | +24.0% | +16.7% | +7.4% | +12.6% |
| 5Y | +24.2% | +8.8% | +15.5% | +16.7% |
| All | +17.7% | +69.2% | -51.5% | -19.8% |
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