+9.5%
DVN vs IJH
+49.7%
-40.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | +4.5% | -1.9% | +6.4% | +5.9% |
| 30D | +12.0% | -4.6% | +16.6% | +15.6% |
| 3M | +13.4% | -1.2% | +14.6% | +13.7% |
| 6M | +12.1% | +9.4% | +2.7% | +1.9% |
| YTD | +38.8% | +13.3% | +25.5% | +21.4% |
| 1Y | +46.0% | +13.4% | +32.6% | +27.5% |
| 3Y | +9.5% | +50.4% | -40.9% | -23.9% |
| All | +9.5% | +49.7% | -40.2% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling