+6.1%
IYR vs DBX
+8.4%
-2.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.2% |
| 7D | -2.8% | -1.8% | -1.0% | -2.5% |
| 30D | -2.5% | +2.8% | -5.4% | -3.2% |
| 3M | -3.0% | +26.8% | -29.7% | -7.6% |
| 6M | +1.6% | +32.8% | -31.1% | -4.7% |
| YTD | +7.3% | +26.1% | -18.8% | +1.6% |
| 1Y | +5.6% | +14.1% | -8.5% | +2.0% |
| 3Y | +28.1% | +25.7% | +2.4% | +17.2% |
| 5Y | +6.1% | +11.2% | -5.1% | -9.0% |
| All | +6.1% | +8.4% | -2.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling