+45.9%
DVN vs IP
+26.3%
+19.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -19.1% | -5.1% | -14.0% | -17.1% |
| 30D | -11.8% | +8.5% | -20.4% | -15.7% |
| 3M | -1.5% | -13.8% | +12.4% | +4.7% |
| 6M | -8.2% | +5.7% | -13.9% | -15.3% |
| YTD | +17.4% | -9.1% | +26.5% | +13.5% |
| 1Y | +33.5% | -0.8% | +34.3% | +21.9% |
| 3Y | -0.3% | +14.8% | -15.1% | -25.7% |
| 5Y | +22.7% | -11.5% | +34.2% | +7.4% |
| All | +45.9% | +26.3% | +19.6% | +3.9% |
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