-46.3%
IT vs DBX
+8.9%
-55.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -2.8% |
| 7D | -9.1% | +0.3% | -9.4% | -9.1% |
| 30D | -12.2% | 0.0% | -12.2% | -12.1% |
| 3M | +7.8% | +26.1% | -18.3% | -2.4% |
| 6M | +2.0% | +29.4% | -27.4% | -9.2% |
| YTD | -32.7% | +24.4% | -57.2% | -38.9% |
| 1Y | -31.1% | +10.9% | -42.0% | -34.7% |
| 3Y | -52.1% | +24.1% | -76.2% | -58.5% |
| 5Y | -46.3% | +7.8% | -54.0% | -55.3% |
| All | -46.3% | +8.9% | -55.2% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling