+15.9%
DVN vs IJR
+13.7%
+2.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +1.3% |
| 7D | +2.5% | -2.3% | +4.8% | +0.3% |
| 30D | +10.2% | -4.7% | +14.9% | +5.3% |
| 3M | +8.1% | +2.1% | +6.0% | +10.6% |
| 6M | +15.9% | +13.9% | +2.0% | +30.0% |
| All | +15.9% | +13.7% | +2.2% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling