+135.5%
IBM vs DBX
+20.9%
+114.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | -1.8% | +2.8% | -4.7% | -2.5% |
| 3M | -13.5% | +26.8% | -40.2% | -17.7% |
| 6M | -5.1% | +32.8% | -37.9% | -10.8% |
| YTD | -19.4% | +26.1% | -45.5% | -23.4% |
| 1Y | -6.5% | +14.1% | -20.7% | -9.9% |
| 3Y | +73.8% | +25.7% | +48.1% | +61.8% |
| 5Y | +116.3% | +11.2% | +105.2% | +102.2% |
| All | +135.5% | +20.9% | +114.7% | +94.7% |
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