+233.4%
IVV vs DBX
+12.3%
+221.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.4% | +3.7% |
| 7D | +0.1% | -8.6% | +8.7% | +2.0% |
| 30D | -3.3% | -5.2% | +1.9% | -2.3% |
| 3M | -2.4% | -6.4% | +4.0% | -1.4% |
| 6M | +2.6% | +12.7% | -10.1% | -1.4% |
| YTD | +11.3% | +17.2% | -5.9% | +5.3% |
| 1Y | +13.4% | +5.5% | +7.9% | +10.0% |
| 3Y | +80.3% | +24.1% | +56.2% | +63.4% |
| 5Y | +72.7% | +14.2% | +58.5% | +56.3% |
| All | +233.4% | +12.3% | +221.1% | +167.8% |
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 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