+173.5%
DVN vs IBB
+560.8%
-387.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | +1.5% | +1.4% | +0.1% | +0.7% |
| 30D | +14.2% | +10.5% | +3.7% | +8.0% |
| 3M | +5.2% | +23.6% | -18.4% | -6.8% |
| 6M | +11.9% | +22.6% | -10.7% | -1.7% |
| YTD | +32.8% | +25.7% | +7.2% | +14.9% |
| 1Y | +38.6% | +51.4% | -12.8% | +7.8% |
| 3Y | +0.5% | +64.4% | -63.8% | -26.1% |
| 5Y | +111.0% | +22.1% | +88.9% | +79.3% |
| 10Y | +56.1% | +132.5% | -76.3% | -5.0% |
| All | +173.5% | +560.8% | -387.3% | -22.0% |
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