+14.7%
IP vs DBX
+20.1%
-5.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.6% |
| 7D | -5.3% | -2.4% | -2.8% | -4.8% |
| 30D | -10.9% | -0.5% | -10.4% | -10.9% |
| 3M | +11.2% | +28.1% | -16.9% | +5.7% |
| 6M | -10.2% | +33.1% | -43.3% | -15.9% |
| YTD | -2.0% | +25.3% | -27.3% | -7.1% |
| 1Y | -19.1% | +18.3% | -37.4% | -22.7% |
| 3Y | +20.9% | +25.0% | -4.2% | +11.4% |
| 5Y | -17.8% | +7.5% | -25.3% | -23.7% |
| All | +14.7% | +20.1% | -5.4% | -8.9% |
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