+33.8%
IVZ vs DBX
+23.9%
+9.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.9% |
| 7D | +5.1% | -6.3% | +11.4% | +7.4% |
| 30D | -1.6% | -5.9% | +4.3% | +0.4% |
| 3M | -9.1% | -0.4% | -8.8% | -10.0% |
| 6M | +1.8% | +29.8% | -28.1% | -10.4% |
| YTD | +10.8% | +20.5% | -9.7% | -0.5% |
| 1Y | +19.1% | +8.7% | +10.5% | +11.9% |
| 3Y | +144.4% | +25.9% | +118.5% | +99.9% |
| All | +33.8% | +23.9% | +9.9% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling