+46.0%
DVN vs IJH
+14.9%
+31.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.6% |
| 7D | +4.5% | -1.9% | +6.4% | +4.1% |
| 30D | +12.0% | -4.6% | +16.6% | +10.8% |
| 3M | +13.4% | -1.2% | +14.6% | +13.1% |
| 6M | +12.1% | +9.4% | +2.7% | +10.5% |
| YTD | +38.8% | +13.3% | +25.5% | +33.0% |
| 1Y | +46.0% | +13.4% | +32.6% | +39.0% |
| All | +46.0% | +14.9% | +31.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling