+41.2%
ILMN vs DBX
+26.9%
+14.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -1.0% |
| 7D | +1.2% | -2.4% | +3.7% | +1.8% |
| 30D | +9.2% | -0.5% | +9.7% | +9.2% |
| 3M | +29.8% | +28.1% | +1.8% | +21.8% |
| 6M | +69.2% | +33.1% | +36.1% | +55.5% |
| YTD | +66.4% | +25.3% | +41.1% | +55.5% |
| 1Y | +123.4% | +18.3% | +105.1% | +111.4% |
| All | +41.2% | +26.9% | +14.3% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling