+11.2%
DBX vs ITOT
+71.8%
-60.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +2.0% |
| 7D | -1.8% | -2.0% | +0.2% | +0.2% |
| 30D | +2.8% | -2.0% | +4.8% | +5.0% |
| 3M | +26.8% | +4.5% | +22.2% | +20.9% |
| 6M | +32.8% | +12.6% | +20.1% | +16.7% |
| YTD | +26.1% | +12.0% | +14.1% | +11.3% |
| 1Y | +14.1% | +17.3% | -3.1% | -4.3% |
| 3Y | +25.7% | +75.2% | -49.5% | -33.4% |
| 5Y | +11.2% | +74.0% | -62.9% | -40.9% |
| All | +11.2% | +71.8% | -60.7% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling