+299.0%
DVN vs IEF
+128.5%
+170.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +0.8% |
| 7D | -0.1% | -0.3% | +0.2% | -0.5% |
| 30D | +8.0% | -0.6% | +8.6% | +7.2% |
| 3M | +11.9% | -1.0% | +12.9% | +10.8% |
| 6M | +10.6% | -3.1% | +13.7% | +6.7% |
| YTD | +35.4% | -1.9% | +37.2% | +32.8% |
| 1Y | +46.5% | -1.4% | +47.8% | +44.9% |
| 3Y | +3.0% | +9.8% | -6.8% | +18.1% |
| 5Y | +120.5% | -8.8% | +129.3% | +88.3% |
| 10Y | +62.5% | +4.7% | +57.8% | +79.4% |
| All | +299.0% | +128.5% | +170.6% | +1,017.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling