+13.2%
DVN vs IP
+18.8%
-5.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.6% |
| 7D | +10.4% | -0.3% | +10.6% | +10.4% |
| 30D | -6.7% | +7.9% | -14.6% | -7.6% |
| 3M | +5.6% | -15.3% | +20.9% | +7.7% |
| 6M | +0.7% | +10.5% | -9.8% | -3.0% |
| YTD | +29.6% | -9.4% | +39.0% | +29.7% |
| 1Y | +36.3% | -4.6% | +41.0% | +34.0% |
| 3Y | +13.2% | +21.2% | -8.1% | +7.5% |
| All | +13.2% | +18.8% | -5.7% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling