+202.9%
IGV vs DBX
+15.6%
+187.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +2.3% | -3.3% | +5.6% | +3.6% |
| 30D | -6.0% | -5.9% | -0.1% | -3.8% |
| 3M | -4.8% | -6.7% | +1.9% | -2.4% |
| 6M | +14.2% | +28.0% | -13.7% | +2.3% |
| YTD | -4.2% | +20.6% | -24.9% | -12.7% |
| 1Y | -5.3% | +10.3% | -15.6% | -10.6% |
| 3Y | +38.8% | +24.0% | +14.7% | +20.3% |
| 5Y | +14.2% | +24.2% | -10.0% | -2.5% |
| All | +202.9% | +15.6% | +187.3% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling