+614.8%
DVN vs IRM
+9,897.4%
-9,282.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.3% | +1.6% | -3.0% | -1.9% |
| 30D | +12.6% | -4.2% | +16.8% | +13.9% |
| 3M | +8.1% | -5.4% | +13.5% | +9.3% |
| 6M | +10.2% | +12.0% | -1.9% | +4.9% |
| YTD | +33.8% | +42.0% | -8.3% | +17.7% |
| 1Y | +43.9% | +29.9% | +14.0% | +29.5% |
| 3Y | +1.7% | +104.4% | -102.6% | -22.3% |
| 5Y | +119.6% | +191.0% | -71.4% | +49.1% |
| 10Y | +53.7% | +417.1% | -363.4% | -12.8% |
| All | +614.8% | +9,897.4% | -9,282.6% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling