+19.5%
IVZ vs DBX
+19.2%
+0.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -2.4% | -4.4% | +1.9% | -2.3% |
| 30D | -11.2% | +4.8% | -16.0% | -11.3% |
| 3M | -14.0% | +0.3% | -14.3% | -14.0% |
| 6M | +0.5% | +40.4% | -39.9% | -1.1% |
| YTD | +5.4% | +24.7% | -19.2% | +3.8% |
| 1Y | +19.5% | +20.9% | -1.4% | +17.7% |
| All | +19.5% | +19.2% | +0.3% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling