+24.9%
DBX vs INVH
+57.1%
-32.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.1% | -3.0% | +5.1% | +3.3% |
| 30D | +5.7% | -7.5% | +13.3% | +8.9% |
| 3M | +31.8% | -5.5% | +37.3% | +34.6% |
| 6M | +37.5% | +11.7% | +25.8% | +31.3% |
| YTD | +27.9% | +1.3% | +26.6% | +26.4% |
| 1Y | +15.0% | -6.1% | +21.1% | +16.9% |
| 3Y | +27.2% | -9.8% | +36.9% | +29.1% |
| 5Y | +12.8% | -19.7% | +32.5% | +18.7% |
| All | +24.9% | +57.1% | -32.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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