+118.6%
DVN vs IAG
+820.9%
-702.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +4.5% | -1.1% | +5.6% | +4.6% |
| 30D | +12.0% | +12.1% | -0.1% | +10.5% |
| 3M | +13.4% | +25.5% | -12.1% | +10.2% |
| 6M | +12.1% | -7.1% | +19.2% | +12.0% |
| YTD | +38.8% | +22.9% | +16.0% | +32.3% |
| 1Y | +46.0% | +83.3% | -37.3% | +30.3% |
| 3Y | +9.5% | +808.5% | -799.0% | -29.9% |
| All | +118.6% | +820.9% | -702.3% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling