-23.0%
IDXX vs DBX
+11.7%
-34.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.9% |
| 7D | -5.7% | +2.1% | -7.8% | -6.5% |
| 30D | -11.5% | +5.7% | -17.3% | -13.6% |
| 3M | -9.5% | +31.8% | -41.3% | -18.8% |
| 6M | -16.0% | +37.5% | -53.4% | -26.6% |
| YTD | -25.4% | +27.9% | -53.3% | -33.0% |
| 1Y | -21.8% | +15.0% | -36.8% | -27.0% |
| 3Y | +7.0% | +27.2% | -20.1% | -9.8% |
| All | -23.0% | +11.7% | -34.7% | -38.6% |
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 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