+118.6%
DVN vs IEF
-9.5%
+128.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.3% |
| 7D | +4.5% | -1.3% | +5.9% | +3.7% |
| 30D | +12.0% | -1.7% | +13.7% | +10.8% |
| 3M | +13.4% | -2.5% | +15.9% | +11.8% |
| 6M | +12.1% | -3.3% | +15.4% | +10.4% |
| YTD | +38.8% | -2.8% | +41.6% | +37.0% |
| 1Y | +46.0% | -2.7% | +48.8% | +44.2% |
| 3Y | +9.5% | +8.9% | +0.6% | +12.8% |
| All | +118.6% | -9.5% | +128.1% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling