+13.8%
DBX vs IOVA
-53.6%
+67.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -7.3% | -8.5% | +1.2% | -6.6% |
| 30D | -5.7% | -44.7% | +39.0% | -1.2% |
| 3M | -6.3% | +26.2% | -32.6% | -10.7% |
| 6M | +12.1% | +123.2% | -111.1% | -1.6% |
| YTD | +16.5% | +196.0% | -179.4% | -3.1% |
| 1Y | +6.1% | +240.9% | -234.9% | -13.7% |
| 3Y | +21.8% | +103.5% | -81.8% | -8.4% |
| 5Y | +19.1% | -65.5% | +84.6% | +5.8% |
| All | +13.8% | -53.6% | +67.3% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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