+5.4%
IP vs DBX
+23.3%
-17.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.8% |
| 7D | -5.0% | -1.5% | -3.5% | -4.7% |
| 30D | +6.5% | +6.0% | +0.5% | +5.4% |
| 3M | -18.0% | +2.2% | -20.2% | -18.6% |
| 6M | +10.3% | +40.7% | -30.4% | +2.3% |
| YTD | -9.9% | +28.6% | -38.5% | -15.1% |
| 1Y | -1.1% | +22.8% | -23.8% | -6.1% |
| 3Y | +13.0% | +37.5% | -24.5% | +1.9% |
| 5Y | -12.3% | +28.6% | -40.9% | -21.4% |
| All | +5.4% | +23.3% | -17.9% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling