+1,171.8%
DVN vs IP
+364.8%
+807.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.3% |
| 7D | +1.5% | -5.3% | +6.8% | +3.5% |
| 30D | +14.2% | -10.9% | +25.0% | +18.8% |
| 3M | +5.2% | +11.2% | -5.9% | -1.2% |
| 6M | +11.9% | -10.2% | +22.1% | +11.6% |
| YTD | +32.8% | -2.0% | +34.8% | +27.4% |
| 1Y | +38.6% | -19.1% | +57.7% | +42.2% |
| 3Y | +0.5% | +20.9% | -20.3% | -14.9% |
| 5Y | +111.0% | -17.8% | +128.9% | +106.8% |
| 10Y | +56.1% | +23.5% | +32.6% | +32.2% |
| All | +1,171.8% | +364.8% | +807.0% | +531.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling