-53.1%
ILMN vs DBX
+7.2%
-60.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.1% |
| 7D | +1.9% | -1.3% | +3.2% | +2.5% |
| 30D | +12.3% | -2.9% | +15.2% | +13.4% |
| 3M | +33.5% | +23.8% | +9.7% | +21.3% |
| 6M | +69.4% | +26.2% | +43.2% | +50.5% |
| YTD | +60.9% | +21.6% | +39.3% | +44.8% |
| 1Y | +115.0% | +11.4% | +103.5% | +100.0% |
| 3Y | +37.0% | +21.3% | +15.7% | +15.1% |
| 5Y | -53.1% | +6.7% | -59.8% | -61.3% |
| All | -53.1% | +7.2% | -60.3% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling