+107.6%
ITW vs DBX
+20.9%
+86.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.2% |
| 7D | -2.4% | -1.8% | -0.6% | -2.1% |
| 30D | -9.5% | +2.8% | -12.4% | -10.1% |
| 3M | +6.6% | +26.8% | -20.1% | +2.0% |
| 6M | -1.8% | +32.8% | -34.5% | -7.4% |
| YTD | +9.0% | +26.1% | -17.1% | +3.6% |
| 1Y | +3.6% | +14.1% | -10.6% | +0.1% |
| 3Y | +19.4% | +25.7% | -6.3% | +11.0% |
| 5Y | +36.4% | +11.2% | +25.2% | +26.7% |
| All | +107.6% | +20.9% | +86.7% | +67.8% |
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