+24.9%
DBX vs ITOT
+213.2%
-188.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +0.6% |
| 7D | +2.1% | -0.9% | +3.0% | +3.0% |
| 30D | +5.7% | -1.5% | +7.2% | +7.3% |
| 3M | +31.8% | +3.6% | +28.2% | +27.2% |
| 6M | +37.5% | +13.7% | +23.8% | +20.4% |
| YTD | +27.9% | +12.9% | +15.0% | +12.7% |
| 1Y | +15.0% | +17.2% | -2.1% | -2.5% |
| 3Y | +27.2% | +75.6% | -48.4% | -28.5% |
| 5Y | +12.8% | +75.5% | -62.7% | -36.0% |
| All | +24.9% | +213.2% | -188.3% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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