+1,229.2%
DVN vs IFF
+825.7%
+403.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +4.5% | -3.2% | +7.7% | +5.8% |
| 30D | +12.0% | -0.3% | +12.3% | +11.9% |
| 3M | +13.4% | +8.4% | +5.0% | +8.5% |
| 6M | +12.1% | +23.0% | -10.9% | -1.2% |
| YTD | +38.8% | +25.5% | +13.4% | +20.7% |
| 1Y | +46.0% | +29.1% | +17.0% | +24.9% |
| 3Y | +9.5% | +31.7% | -22.2% | -9.7% |
| 5Y | +125.3% | -35.2% | +160.5% | +141.6% |
| 10Y | +66.6% | -20.7% | +87.3% | +61.6% |
| All | +1,229.2% | +825.7% | +403.5% | +547.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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