+166.8%
DVN vs IBB
+562.7%
-395.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +10.4% | -0.5% | +10.9% | +10.6% |
| 30D | -6.7% | +4.6% | -11.2% | -9.3% |
| 3M | +5.6% | +6.8% | -1.2% | +0.8% |
| 6M | +0.7% | +23.1% | -22.4% | -11.7% |
| YTD | +29.6% | +26.0% | +3.5% | +10.9% |
| 1Y | +36.3% | +30.4% | +5.9% | +14.4% |
| 3Y | +13.2% | +85.4% | -72.3% | -22.7% |
| 5Y | +38.6% | +39.7% | -1.1% | +8.6% |
| 10Y | +60.9% | +127.1% | -66.2% | -1.4% |
| All | +166.8% | +562.7% | -395.9% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling