+48.1%
IJH vs DBX
+11.7%
+36.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -1.9% | +2.1% | -4.0% | -2.4% |
| 30D | -4.6% | +5.7% | -10.4% | -6.2% |
| 3M | -1.2% | +31.8% | -33.0% | -8.9% |
| 6M | +9.4% | +37.5% | -28.1% | -1.5% |
| YTD | +13.3% | +27.9% | -14.6% | +4.2% |
| 1Y | +13.4% | +15.0% | -1.7% | +7.4% |
| 3Y | +50.4% | +27.2% | +23.3% | +32.1% |
| All | +48.1% | +11.7% | +36.4% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling