+22.6%
IEFA vs DBX
+20.4%
+2.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.1% |
| 7D | +0.6% | -2.4% | +3.0% | +0.6% |
| 30D | +1.0% | -0.5% | +1.5% | +1.0% |
| 3M | +4.7% | +28.1% | -23.3% | +5.1% |
| 6M | +8.6% | +33.1% | -24.5% | +9.1% |
| YTD | +14.8% | +25.3% | -10.4% | +15.7% |
| 1Y | +22.6% | +18.3% | +4.3% | +23.9% |
| All | +22.6% | +20.4% | +2.2% | +23.9% |
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