+46.0%
DVN vs IOVA
+259.8%
-213.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.2% | +0.4% |
| 7D | +4.5% | -2.2% | +6.7% | +4.5% |
| 30D | +12.0% | +27.6% | -15.6% | +11.7% |
| 3M | +13.4% | +117.2% | -103.8% | +13.0% |
| 6M | +12.1% | +77.7% | -65.6% | +12.4% |
| YTD | +38.8% | +215.0% | -176.2% | +35.9% |
| 1Y | +46.0% | +255.4% | -209.3% | +41.2% |
| All | +46.0% | +259.8% | -213.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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