+203.0%
DVN vs IJR
+1,119.4%
-916.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +3.0% |
| 7D | +2.5% | -2.3% | +4.8% | +4.8% |
| 30D | +10.2% | -4.7% | +14.9% | +15.3% |
| 3M | +8.1% | +2.1% | +6.0% | +4.8% |
| 6M | +15.9% | +13.9% | +2.0% | -0.5% |
| YTD | +38.2% | +18.2% | +20.0% | +13.9% |
| 1Y | +44.5% | +21.8% | +22.7% | +14.9% |
| 3Y | +5.1% | +52.2% | -47.0% | -34.3% |
| 5Y | +124.3% | +40.1% | +84.2% | +53.3% |
| 10Y | +65.9% | +169.7% | -103.7% | -30.1% |
| All | +203.0% | +1,119.4% | -916.4% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling