+157.7%
IWD vs DBX
+20.9%
+136.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -1.8% | +2.8% | -4.6% | -2.4% |
| 3M | +8.0% | +26.8% | -18.7% | +2.9% |
| 6M | +17.0% | +32.8% | -15.8% | +9.8% |
| YTD | +21.3% | +26.1% | -4.8% | +14.8% |
| 1Y | +27.9% | +14.1% | +13.8% | +23.2% |
| 3Y | +70.1% | +25.7% | +44.3% | +57.2% |
| 5Y | +74.2% | +11.2% | +63.0% | +61.1% |
| All | +157.7% | +20.9% | +136.8% | +109.4% |
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