+288.3%
DVN vs IBN
+1,463.9%
-1,175.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | -0.1% | -5.1% | +5.0% | +1.3% |
| 30D | +8.0% | -3.5% | +11.5% | +8.9% |
| 3M | +11.9% | +11.3% | +0.6% | +8.5% |
| 6M | +10.6% | +4.4% | +6.2% | +8.4% |
| YTD | +35.4% | -1.8% | +37.2% | +34.5% |
| 1Y | +46.5% | -8.0% | +54.4% | +47.9% |
| 3Y | +3.0% | +27.1% | -24.1% | -5.7% |
| 5Y | +120.5% | +54.5% | +66.0% | +90.2% |
| 10Y | +62.5% | +314.2% | -251.8% | +6.6% |
| All | +288.3% | +1,463.9% | -1,175.6% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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