-2.7%
IEF vs DBX
+15.5%
-18.3%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.2% |
| 7D | -1.3% | +2.1% | -3.4% | -1.4% |
| 30D | -1.7% | +5.7% | -7.5% | -1.8% |
| 3M | -2.5% | +31.8% | -34.3% | -2.6% |
| 6M | -3.3% | +37.5% | -40.7% | -3.4% |
| YTD | -2.8% | +27.9% | -30.7% | -3.0% |
| 1Y | -2.7% | +15.0% | -17.8% | -2.9% |
| All | -2.7% | +15.5% | -18.3% | -2.9% |
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