+9.5%
DVN vs IJR
+52.1%
-42.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +4.5% | -2.2% | +6.7% | +5.9% |
| 30D | +12.0% | -4.6% | +16.6% | +15.1% |
| 3M | +13.4% | +0.2% | +13.2% | +12.5% |
| 6M | +12.1% | +14.7% | -2.6% | 0.0% |
| YTD | +38.8% | +18.9% | +20.0% | +19.9% |
| 1Y | +46.0% | +19.9% | +26.1% | +24.9% |
| 3Y | +9.5% | +53.0% | -43.5% | -20.1% |
| All | +9.5% | +52.1% | -42.6% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling