+9.5%
DVN vs IEF
+9.0%
+0.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.3% |
| 7D | +4.5% | -1.3% | +5.9% | +3.3% |
| 30D | +12.0% | -1.7% | +13.7% | +10.3% |
| 3M | +13.4% | -2.5% | +15.9% | +11.1% |
| 6M | +12.1% | -3.3% | +15.4% | +9.7% |
| YTD | +38.8% | -2.8% | +41.6% | +36.1% |
| 1Y | +46.0% | -2.7% | +48.8% | +43.3% |
| 3Y | +9.5% | +8.9% | +0.6% | +11.3% |
| All | +9.5% | +9.0% | +0.5% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling