+148.0%
IBM vs DBX
+15.6%
+132.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -0.3% | -6.3% | +6.0% | +1.0% |
| 30D | +6.8% | -5.9% | +12.6% | +8.0% |
| 3M | +4.4% | -0.4% | +4.8% | +4.3% |
| 6M | +13.2% | +29.8% | -16.6% | +7.1% |
| YTD | -15.1% | +20.5% | -35.7% | -18.7% |
| 1Y | -20.2% | +8.7% | -28.8% | -22.2% |
| 3Y | +79.3% | +25.9% | +53.4% | +66.9% |
| 5Y | +147.5% | +24.2% | +123.3% | +127.1% |
| All | +148.0% | +15.6% | +132.4% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling