+7.2%
DVN vs IBKR
+1,349.8%
-1,342.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.5% |
| 7D | +4.5% | -1.3% | +5.9% | +5.1% |
| 30D | +12.0% | -0.2% | +12.2% | +11.4% |
| 3M | +13.4% | +3.0% | +10.4% | +10.0% |
| 6M | +12.1% | +33.9% | -21.8% | -5.3% |
| YTD | +38.8% | +42.5% | -3.7% | +12.6% |
| 1Y | +46.0% | +44.9% | +1.2% | +16.3% |
| 3Y | +9.5% | +293.0% | -283.5% | -48.9% |
| 5Y | +125.3% | +497.7% | -372.4% | -17.2% |
| 10Y | +66.6% | +1,004.4% | -937.8% | -54.4% |
| All | +7.2% | +1,349.8% | -1,342.6% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling