+38.6%
DVN vs IEF
-0.2%
+38.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.6% |
| 7D | +1.5% | -0.3% | +1.8% | +0.7% |
| 30D | +14.2% | -0.8% | +15.0% | +11.9% |
| 3M | +5.2% | -1.0% | +6.2% | +3.2% |
| 6M | +11.9% | -2.8% | +14.6% | +7.1% |
| YTD | +32.8% | -1.5% | +34.3% | +29.5% |
| 1Y | +38.6% | -0.4% | +39.0% | +38.1% |
| All | +38.6% | -0.2% | +38.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling