+114.7%
IWM vs DBX
+19.3%
+95.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | -3.1% | 0.0% | -3.1% | -3.3% |
| 3M | +2.2% | +26.1% | -23.9% | -4.9% |
| 6M | +15.1% | +29.4% | -14.3% | +5.1% |
| YTD | +18.6% | +24.4% | -5.9% | +9.4% |
| 1Y | +24.0% | +10.9% | +13.1% | +18.0% |
| 3Y | +63.7% | +24.1% | +39.6% | +46.6% |
| 5Y | +38.2% | +7.8% | +30.4% | +25.0% |
| All | +114.7% | +19.3% | +95.4% | +67.3% |
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