-5.0%
IBM vs DBX
+12.9%
-17.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.5% |
| 7D | +3.6% | +0.3% | +3.3% | +3.4% |
| 30D | +1.5% | 0.0% | +1.5% | +1.4% |
| 3M | -12.9% | +26.1% | -39.0% | -20.8% |
| 6M | -3.9% | +29.4% | -33.3% | -14.1% |
| YTD | -17.3% | +24.4% | -41.8% | -26.8% |
| 1Y | -5.0% | +10.9% | -15.9% | -15.7% |
| All | -5.0% | +12.9% | -17.8% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling