+111.5%
IJR vs DBX
+20.9%
+90.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -2.3% | -1.8% | -0.5% | -1.9% |
| 30D | -4.7% | +2.8% | -7.5% | -5.6% |
| 3M | +2.1% | +26.8% | -24.6% | -4.5% |
| 6M | +13.9% | +32.8% | -18.9% | +4.2% |
| YTD | +18.2% | +26.1% | -7.8% | +9.6% |
| 1Y | +21.8% | +14.1% | +7.7% | +15.6% |
| 3Y | +52.2% | +25.7% | +26.5% | +37.3% |
| 5Y | +40.1% | +11.2% | +29.0% | +26.8% |
| All | +111.5% | +20.9% | +90.7% | +66.3% |
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