+75.3%
IYR vs DBX
+20.1%
+55.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -1.2% | -2.4% | +1.2% | -0.8% |
| 30D | -2.9% | -0.5% | -2.4% | -2.9% |
| 3M | +0.8% | +28.1% | -27.2% | -3.7% |
| 6M | +1.9% | +33.1% | -31.2% | -4.0% |
| YTD | +9.6% | +25.3% | -15.7% | +4.4% |
| 1Y | +8.1% | +18.3% | -10.3% | +3.7% |
| 3Y | +29.2% | +25.0% | +4.2% | +20.3% |
| 5Y | +4.3% | +7.5% | -3.2% | -2.7% |
| All | +75.3% | +20.1% | +55.2% | +45.3% |
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 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