+503.6%
IBKR vs DBX
+11.7%
+491.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -1.3% | +2.1% | -3.4% | -2.0% |
| 30D | -0.2% | +5.7% | -6.0% | -2.0% |
| 3M | +3.0% | +31.8% | -28.8% | -6.0% |
| 6M | +33.9% | +37.5% | -3.6% | +19.2% |
| YTD | +42.5% | +27.9% | +14.6% | +29.8% |
| 1Y | +44.9% | +15.0% | +29.8% | +36.2% |
| 3Y | +293.0% | +27.2% | +265.8% | +242.8% |
| All | +503.6% | +11.7% | +491.9% | +407.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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