+124.3%
DVN vs IRM
+186.9%
-62.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.7% |
| 7D | +2.5% | -1.8% | +4.3% | +3.1% |
| 30D | +10.2% | -7.8% | +17.9% | +12.8% |
| 3M | +8.1% | -7.9% | +16.0% | +10.2% |
| 6M | +15.9% | +6.3% | +9.5% | +11.3% |
| YTD | +38.2% | +38.2% | +0.1% | +19.3% |
| 1Y | +44.5% | +19.8% | +24.7% | +31.1% |
| 3Y | +5.1% | +98.8% | -93.6% | -29.8% |
| 5Y | +124.3% | +191.8% | -67.4% | +26.4% |
| All | +124.3% | +186.9% | -62.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling