+101.8%
IEFA vs DBX
+22.6%
+79.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -1.6% | +2.1% | -3.7% | -1.9% |
| 30D | -1.5% | +5.7% | -7.2% | -2.6% |
| 3M | +3.4% | +31.8% | -28.4% | -2.1% |
| 6M | +9.5% | +37.5% | -28.0% | +2.2% |
| YTD | +13.0% | +27.9% | -14.9% | +6.9% |
| 1Y | +18.0% | +15.0% | +3.0% | +13.6% |
| 3Y | +65.4% | +27.2% | +38.2% | +52.7% |
| 5Y | +51.6% | +12.8% | +38.8% | +39.8% |
| All | +101.8% | +22.6% | +79.2% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling