+112.7%
IJR vs DBX
+22.6%
+90.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | -2.2% | +2.1% | -4.3% | -2.7% |
| 30D | -4.6% | +5.7% | -10.3% | -6.1% |
| 3M | +0.2% | +31.8% | -31.6% | -7.2% |
| 6M | +14.7% | +37.5% | -22.7% | +4.0% |
| YTD | +18.9% | +27.9% | -9.1% | +9.7% |
| 1Y | +19.9% | +15.0% | +4.9% | +13.6% |
| 3Y | +53.0% | +27.2% | +25.8% | +37.6% |
| 5Y | +40.9% | +12.8% | +28.1% | +27.0% |
| All | +112.7% | +22.6% | +90.0% | +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