+120.5%
DVN vs IBB
+20.0%
+100.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | -0.1% | -3.9% | +3.8% | +1.3% |
| 30D | +8.0% | +2.7% | +5.2% | +6.7% |
| 3M | +11.9% | +21.4% | -9.4% | +3.7% |
| 6M | +10.6% | +20.1% | -9.4% | +2.2% |
| YTD | +35.4% | +21.9% | +13.5% | +23.8% |
| 1Y | +46.5% | +44.1% | +2.3% | +23.2% |
| 3Y | +3.0% | +63.4% | -60.4% | -19.8% |
| 5Y | +120.5% | +19.8% | +100.8% | +84.9% |
| All | +120.5% | +20.0% | +100.5% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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