+6.0%
IP vs DBX
+15.6%
-9.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -0.3% | -3.3% | +3.0% | +0.2% |
| 30D | +7.9% | -5.9% | +13.8% | +9.0% |
| 3M | -15.3% | -6.7% | -8.6% | -14.5% |
| 6M | +10.5% | +28.0% | -17.5% | +4.6% |
| YTD | -9.4% | +20.6% | -30.0% | -13.7% |
| 1Y | -4.6% | +10.3% | -14.9% | -7.7% |
| 3Y | +21.2% | +24.0% | -2.8% | +11.5% |
| 5Y | -13.3% | +24.2% | -37.5% | -22.0% |
| All | +6.0% | +15.6% | -9.6% | -15.4% |
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