+67.3%
DVN vs IJR
+172.1%
-104.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.2% |
| 7D | +4.5% | -2.2% | +6.7% | +7.2% |
| 30D | +12.0% | -4.6% | +16.6% | +18.1% |
| 3M | +13.4% | +0.2% | +13.2% | +11.9% |
| 6M | +12.1% | +14.7% | -2.6% | -7.9% |
| YTD | +38.8% | +18.9% | +20.0% | +8.5% |
| 1Y | +46.0% | +19.9% | +26.1% | +12.0% |
| 3Y | +9.5% | +53.0% | -43.5% | -41.3% |
| 5Y | +125.3% | +40.9% | +84.4% | +33.3% |
| All | +67.3% | +172.1% | -104.8% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling