+118.6%
DVN vs IBKR
+495.5%
-376.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | +4.5% | -1.3% | +5.9% | +4.9% |
| 30D | +12.0% | -0.2% | +12.2% | +11.7% |
| 3M | +13.4% | +3.0% | +10.4% | +11.3% |
| 6M | +12.1% | +33.9% | -21.8% | +0.3% |
| YTD | +38.8% | +42.5% | -3.7% | +20.3% |
| 1Y | +46.0% | +44.9% | +1.2% | +24.8% |
| 3Y | +9.5% | +293.0% | -283.5% | -40.3% |
| All | +118.6% | +495.5% | -376.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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