+117.6%
IWM vs DBX
+16.6%
+101.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | +0.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | -2.3% | -2.9% | +0.6% | -1.7% |
| 3M | +4.0% | +23.8% | -19.9% | -2.8% |
| 6M | +17.9% | +26.2% | -8.3% | +8.5% |
| YTD | +20.2% | +21.6% | -1.4% | +11.6% |
| 1Y | +25.0% | +11.4% | +13.5% | +18.6% |
| 3Y | +66.0% | +21.3% | +44.7% | +49.6% |
| 5Y | +40.0% | +6.7% | +33.4% | +27.1% |
| All | +117.6% | +16.6% | +101.0% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling