+39.0%
DVN vs IJR
+24.2%
+14.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.7% | -6.8% |
| 7D | -13.9% | +2.3% | -16.2% | -13.1% |
| 30D | -8.0% | +2.8% | -10.9% | -6.9% |
| 3M | +0.8% | -4.6% | +5.4% | -0.4% |
| 6M | -12.8% | +5.7% | -18.4% | -11.7% |
| YTD | +22.7% | +19.9% | +2.8% | +21.5% |
| 1Y | +39.0% | +24.2% | +14.8% | +36.1% |
| All | +39.0% | +24.2% | +14.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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