+164.8%
DVN vs IBB
+565.6%
-400.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +4.0% |
| 7D | +7.8% | +1.6% | +6.2% | +6.8% |
| 30D | -7.9% | +6.7% | -14.6% | -11.4% |
| 3M | +3.7% | +6.3% | -2.6% | -0.8% |
| 6M | +0.2% | +23.9% | -23.7% | -12.4% |
| YTD | +28.6% | +26.6% | +2.0% | +9.8% |
| 1Y | +34.6% | +29.6% | +5.0% | +13.3% |
| 3Y | +11.8% | +86.1% | -74.3% | -23.7% |
| 5Y | +37.6% | +40.3% | -2.8% | +7.5% |
| 10Y | +59.7% | +128.1% | -68.4% | -2.4% |
| All | +164.8% | +565.6% | -400.8% | -25.4% |
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