-6.1%
ILMN vs DBX
+11.7%
-17.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -9.8% | -7.3% | -2.5% | -7.5% |
| 30D | -22.7% | -5.7% | -17.0% | -21.5% |
| 3M | +12.1% | -6.3% | +18.4% | +13.6% |
| 6M | +51.5% | +12.1% | +39.4% | +41.9% |
| YTD | +63.9% | +16.5% | +47.3% | +49.7% |
| 1Y | +76.6% | +6.1% | +70.5% | +67.0% |
| 3Y | +124.6% | +21.8% | +102.8% | +93.3% |
| 5Y | -42.7% | +19.1% | -61.8% | -51.2% |
| All | -6.1% | +11.7% | -17.9% | -28.2% |
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 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