+71.5%
IWM vs DBX
+23.9%
+47.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.3% | -7.3% | +7.6% | +1.5% |
| 30D | +0.6% | -5.7% | +6.3% | +1.5% |
| 3M | -6.2% | -6.3% | +0.1% | -5.6% |
| 6M | -0.8% | +12.1% | -12.9% | -4.0% |
| YTD | +14.8% | +16.5% | -1.8% | +9.8% |
| 1Y | +16.1% | +6.1% | +10.1% | +14.0% |
| 3Y | +71.5% | +21.8% | +49.8% | +50.8% |
| All | +71.5% | +23.9% | +47.6% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling