+9.5%
DVN vs IEFA
+65.7%
-56.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +4.5% | -1.6% | +6.1% | +5.2% |
| 30D | +12.0% | -1.5% | +13.5% | +12.6% |
| 3M | +13.4% | +3.4% | +10.0% | +11.3% |
| 6M | +12.1% | +9.5% | +2.6% | +5.3% |
| YTD | +38.8% | +13.0% | +25.8% | +26.1% |
| 1Y | +46.0% | +18.0% | +28.0% | +27.4% |
| 3Y | +9.5% | +65.4% | -55.9% | -28.8% |
| All | +9.5% | +65.7% | -56.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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