-10.5%
ILMN vs DBX
+19.3%
-29.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.2% | -3.7% |
| 7D | -3.9% | +0.3% | -4.1% | -4.0% |
| 30D | +6.9% | 0.0% | +6.9% | +6.7% |
| 3M | +28.1% | +26.1% | +2.0% | +16.5% |
| 6M | +65.0% | +29.4% | +35.6% | +46.8% |
| YTD | +56.3% | +24.4% | +31.9% | +40.7% |
| 1Y | +108.7% | +10.9% | +97.8% | +95.5% |
| 3Y | +33.1% | +24.1% | +9.0% | +14.9% |
| 5Y | -54.1% | +7.8% | -61.9% | -59.3% |
| All | -10.5% | +19.3% | -29.7% | -32.5% |
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