+221.1%
DVN vs IAG
+368.9%
-147.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.0% |
| 7D | -1.3% | +4.3% | -5.6% | -2.0% |
| 30D | +12.6% | +9.8% | +2.8% | +10.8% |
| 3M | +8.1% | +28.9% | -20.8% | +2.9% |
| 6M | +10.2% | -7.6% | +17.7% | +9.0% |
| YTD | +33.8% | +22.0% | +11.8% | +25.3% |
| 1Y | +43.9% | +99.5% | -55.6% | +23.3% |
| 3Y | +1.7% | +818.3% | -816.5% | -36.1% |
| 5Y | +119.6% | +785.9% | -666.3% | +31.7% |
| 10Y | +53.7% | +381.1% | -327.4% | -9.9% |
| All | +221.1% | +368.9% | -147.8% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling