+98.4%
DVN vs IAU
+858.9%
-760.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -1.3% | +0.7% | -2.1% | -1.5% |
| 30D | +12.6% | +0.3% | +12.3% | +12.4% |
| 3M | +8.1% | +0.7% | +7.4% | +7.4% |
| 6M | +10.2% | -15.5% | +25.7% | +14.7% |
| YTD | +33.8% | +1.0% | +32.8% | +30.9% |
| 1Y | +43.9% | +19.6% | +24.3% | +32.8% |
| 3Y | +1.7% | +125.4% | -123.7% | -24.6% |
| 5Y | +119.6% | +140.7% | -21.1% | +59.1% |
| 10Y | +53.7% | +218.1% | -164.4% | -0.5% |
| All | +98.4% | +858.9% | -760.5% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling