+12.3%
DVN vs IOVA
-91.7%
+104.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -1.3% | +5.1% | -6.4% | -1.4% |
| 30D | +12.6% | +37.2% | -24.6% | +11.7% |
| 3M | +8.1% | +117.5% | -109.4% | +5.8% |
| 6M | +10.2% | +69.6% | -59.4% | +8.1% |
| YTD | +33.8% | +218.7% | -184.9% | +29.0% |
| 1Y | +43.9% | +265.5% | -221.7% | +38.0% |
| 3Y | +1.7% | +46.2% | -44.5% | -2.4% |
| 5Y | +119.6% | -63.2% | +182.8% | +113.8% |
| 10Y | +53.7% | +6.1% | +47.6% | +46.6% |
| All | +12.3% | -91.7% | +104.0% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling