+33.1%
DBX vs IRE
-45.0%
+78.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +14.0% | -16.4% | -2.1% |
| 7D | -2.4% | +54.8% | -57.2% | -1.4% |
| 30D | -0.5% | +18.4% | -18.9% | +0.2% |
| 3M | +28.1% | -66.7% | +94.8% | +30.4% |
| 6M | +33.1% | -52.3% | +85.4% | +35.9% |
| All | +33.1% | -45.0% | +78.1% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling