+30.8%
DVN vs IEFA
+209.0%
-178.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +3.3% |
| 7D | +2.5% | -2.4% | +4.9% | +5.7% |
| 30D | +10.2% | -2.1% | +12.3% | +13.0% |
| 3M | +8.1% | +5.5% | +2.6% | -0.8% |
| 6M | +15.9% | +8.1% | +7.8% | -0.3% |
| YTD | +38.2% | +11.9% | +26.3% | +12.5% |
| 1Y | +44.5% | +18.1% | +26.4% | +8.5% |
| 3Y | +5.1% | +65.5% | -60.3% | -52.7% |
| 5Y | +124.3% | +50.1% | +74.3% | +16.6% |
| 10Y | +65.9% | +144.2% | -78.3% | -52.5% |
| All | +30.8% | +209.0% | -178.2% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling