+17.7%
DBX vs IOVA
-55.4%
+73.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -3.3% | -3.5% | +0.2% | -3.0% |
| 30D | -5.9% | -45.4% | +39.5% | -1.2% |
| 3M | -6.7% | +19.0% | -25.7% | -10.4% |
| 6M | +28.0% | +112.0% | -84.0% | +13.0% |
| YTD | +20.6% | +184.2% | -163.6% | +0.7% |
| 1Y | +10.3% | +222.0% | -211.7% | -9.7% |
| 3Y | +24.0% | +92.6% | -68.5% | -6.1% |
| 5Y | +24.2% | -63.2% | +87.4% | +8.9% |
| All | +17.7% | -55.4% | +73.1% | -16.4% |
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