+238.2%
IVV vs DBX
+16.6%
+221.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.1% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | -1.0% | -2.9% | +1.9% | -0.4% |
| 3M | +3.9% | +23.8% | -20.0% | -1.7% |
| 6M | +14.5% | +26.2% | -11.7% | +7.0% |
| YTD | +12.9% | +21.6% | -8.7% | +6.4% |
| 1Y | +19.4% | +11.4% | +7.9% | +14.5% |
| 3Y | +78.8% | +21.3% | +57.5% | +63.8% |
| 5Y | +82.2% | +6.7% | +75.5% | +67.5% |
| All | +238.2% | +16.6% | +221.7% | +170.5% |
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