+12.4%
DBX vs IRE
-97.8%
+110.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -13.5% | +14.6% | +0.8% |
| 7D | -6.3% | +11.1% | -17.4% | -5.9% |
| 30D | -5.9% | -75.2% | +69.3% | -7.3% |
| 3M | -0.4% | -86.4% | +86.0% | -2.6% |
| 6M | +29.8% | -94.8% | +124.7% | +27.9% |
| YTD | +20.5% | -93.3% | +113.8% | +18.8% |
| 1Y | +8.7% | -97.5% | +106.1% | +8.3% |
| All | +12.4% | -97.8% | +110.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 5y: compounded portfolio wealth divided by compounded IRE 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…
5y analysis · Full analysis span regression · 6 months rolling