+9.0%
DVN vs IAU
+122.5%
-113.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.2% |
| 7D | +2.5% | -3.4% | +5.9% | +2.6% |
| 30D | +10.2% | -1.1% | +11.3% | +10.2% |
| 3M | +8.1% | +5.8% | +2.3% | +7.8% |
| 6M | +15.9% | -16.9% | +32.8% | +19.2% |
| YTD | +38.2% | +0.1% | +38.1% | +35.6% |
| 1Y | +44.5% | +18.4% | +26.1% | +35.0% |
| All | +9.0% | +122.5% | -113.4% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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