+75.4%
IVV vs DBX
+33.4%
+42.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.8% |
| 7D | -2.7% | -4.4% | +1.7% | -2.1% |
| 30D | -5.4% | +4.8% | -10.1% | -6.0% |
| 3M | -4.1% | +0.3% | -4.4% | -4.3% |
| 6M | +0.7% | +40.4% | -39.6% | -5.4% |
| YTD | +8.7% | +24.7% | -15.9% | +4.3% |
| 1Y | +11.0% | +20.9% | -9.9% | +6.9% |
| 3Y | +75.4% | +34.5% | +40.9% | +60.1% |
| All | +75.4% | +33.4% | +42.0% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling