+9.0%
DVN vs IAG
+796.9%
-787.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.2% |
| 7D | +2.5% | -4.1% | +6.6% | +2.6% |
| 30D | +10.2% | +10.6% | -0.5% | +9.9% |
| 3M | +8.1% | +35.4% | -27.3% | +7.1% |
| 6M | +15.9% | -9.5% | +25.4% | +17.1% |
| YTD | +38.2% | +21.8% | +16.4% | +35.9% |
| 1Y | +44.5% | +84.1% | -39.7% | +36.7% |
| All | +9.0% | +796.9% | -787.8% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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