+203.9%
IGV vs DBX
+22.6%
+181.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | -0.3% |
| 7D | -2.9% | +2.1% | -5.0% | -3.8% |
| 30D | -1.5% | +5.7% | -7.3% | -3.8% |
| 3M | +11.7% | +31.8% | -20.1% | -0.7% |
| 6M | +18.4% | +37.5% | -19.0% | +2.6% |
| YTD | -3.9% | +27.9% | -31.8% | -14.1% |
| 1Y | -9.7% | +15.0% | -24.7% | -16.2% |
| 3Y | +38.4% | +27.2% | +11.3% | +19.3% |
| 5Y | +21.6% | +12.8% | +8.8% | +6.8% |
| All | +203.9% | +22.6% | +181.3% | +127.7% |
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