+29.1%
IYR vs DBX
+27.0%
+2.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -1.4% | +2.1% | -3.5% | -1.6% |
| 30D | -2.7% | +5.7% | -8.4% | -3.3% |
| 3M | -2.1% | +31.8% | -33.9% | -5.3% |
| 6M | +3.6% | +37.5% | -33.9% | -0.6% |
| YTD | +8.1% | +27.9% | -19.8% | +4.8% |
| 1Y | +4.7% | +15.0% | -10.3% | +2.8% |
| 3Y | +29.1% | +27.2% | +1.9% | +19.3% |
| All | +29.1% | +27.0% | +2.1% | +19.3% |
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 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