+21.5%
DBX vs IRM
+463.7%
-442.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.3% | +3.0% | -2.8% | -0.7% |
| 30D | 0.0% | -5.2% | +5.2% | +1.6% |
| 3M | +26.1% | -8.0% | +34.1% | +28.8% |
| 6M | +29.4% | +9.2% | +20.2% | +23.8% |
| YTD | +24.4% | +41.0% | -16.6% | +8.3% |
| 1Y | +10.9% | +23.3% | -12.4% | +0.8% |
| 3Y | +24.1% | +102.8% | -78.8% | -9.8% |
| 5Y | +7.8% | +192.8% | -185.0% | -33.1% |
| All | +21.5% | +463.7% | -442.2% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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