-1.3%
IWF vs DBX
+22.5%
-23.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.3% |
| 7D | -4.2% | -1.1% | -3.0% | -4.1% |
| 30D | -8.1% | +5.0% | -13.2% | -8.3% |
| 3M | -5.1% | +4.6% | -9.7% | -5.4% |
| 6M | -1.4% | +43.9% | -45.4% | -4.2% |
| YTD | -0.1% | +29.9% | -29.9% | -2.8% |
| 1Y | -1.3% | +24.6% | -25.9% | -3.9% |
| All | -1.3% | +22.5% | -23.8% | -3.9% |
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 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