+108.7%
ILMN vs DBX
+12.9%
+95.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.2% | -3.1% |
| 7D | -3.9% | +0.3% | -4.1% | -3.9% |
| 30D | +6.9% | 0.0% | +6.9% | +7.0% |
| 3M | +28.1% | +26.1% | +2.0% | +25.3% |
| 6M | +65.0% | +29.4% | +35.6% | +57.8% |
| YTD | +56.3% | +24.4% | +31.9% | +51.6% |
| 1Y | +108.7% | +10.9% | +97.8% | +99.6% |
| All | +108.7% | +12.9% | +95.9% | +99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling