+213.1%
IGV vs DBX
+20.1%
+193.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.2% |
| 7D | -4.5% | -2.4% | -2.1% | -3.5% |
| 30D | +3.2% | -0.5% | +3.7% | +3.4% |
| 3M | +4.5% | +28.1% | -23.5% | -6.0% |
| 6M | +22.1% | +33.1% | -11.0% | +7.3% |
| YTD | -1.0% | +25.3% | -26.3% | -10.8% |
| 1Y | -2.1% | +18.3% | -20.5% | -10.2% |
| 3Y | +44.6% | +25.0% | +19.6% | +25.6% |
| 5Y | +22.2% | +7.5% | +14.6% | +9.3% |
| All | +213.1% | +20.1% | +193.0% | +136.7% |
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 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