+56.4%
DVN vs IP
+23.4%
+32.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.6% |
| 7D | +1.5% | -5.3% | +6.8% | +4.1% |
| 30D | +14.2% | -10.9% | +25.0% | +20.3% |
| 3M | +5.2% | +11.2% | -5.9% | -3.7% |
| 6M | +11.9% | -10.2% | +22.1% | +11.9% |
| YTD | +32.8% | -2.0% | +34.8% | +24.9% |
| 1Y | +38.6% | -19.1% | +57.7% | +44.4% |
| 3Y | +0.5% | +20.9% | -20.3% | -25.9% |
| 5Y | +111.0% | -17.8% | +128.9% | +101.4% |
| All | +56.4% | +23.4% | +32.9% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling