+6.3%
IP vs DBX
+19.5%
-13.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.4% |
| 7D | -5.1% | -4.4% | -0.7% | -4.3% |
| 30D | +8.5% | +4.8% | +3.7% | +7.6% |
| 3M | -13.8% | +0.3% | -14.2% | -14.2% |
| 6M | +5.7% | +40.4% | -34.6% | -1.9% |
| YTD | -9.1% | +24.7% | -33.8% | -13.9% |
| 1Y | -0.8% | +20.9% | -21.7% | -5.7% |
| 3Y | +14.8% | +34.5% | -19.7% | +3.8% |
| 5Y | -11.5% | +24.6% | -36.2% | -20.3% |
| All | +6.3% | +19.5% | -13.2% | -15.6% |
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 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