+8.2%
IP vs DBX
+11.7%
-3.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | 0.0% | -7.3% | +7.4% | +1.3% |
| 30D | +9.4% | -5.7% | +15.1% | +10.4% |
| 3M | -14.1% | -6.3% | -7.7% | -13.4% |
| 6M | +9.2% | +12.1% | -2.9% | +5.9% |
| YTD | -7.5% | +16.5% | -24.1% | -11.4% |
| 1Y | -2.8% | +6.1% | -8.8% | -5.2% |
| 3Y | +21.2% | +21.8% | -0.5% | +11.8% |
| 5Y | -11.5% | +19.1% | -30.6% | -19.7% |
| All | +8.2% | +11.7% | -3.6% | -13.1% |
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