+112.0%
IBM vs DBX
+7.2%
+104.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.6% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | -1.5% | -2.9% | +1.4% | -1.0% |
| 3M | -16.8% | +23.8% | -40.6% | -20.5% |
| 6M | -9.0% | +26.2% | -35.2% | -13.7% |
| YTD | -20.1% | +21.6% | -41.7% | -23.7% |
| 1Y | -7.0% | +11.4% | -18.5% | -10.3% |
| 3Y | +72.4% | +21.3% | +51.1% | +61.4% |
| 5Y | +112.0% | +6.7% | +105.3% | +88.4% |
| All | +112.0% | +7.2% | +104.8% | +88.4% |
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