+39.0%
DVN vs IVZ
+30.5%
+8.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.2% | -11.5% | -6.4% |
| 7D | -13.9% | +2.6% | -16.6% | -13.3% |
| 30D | -8.0% | -3.5% | -4.6% | -8.3% |
| 3M | +0.8% | -7.4% | +8.2% | -0.2% |
| 6M | -12.8% | +14.7% | -27.5% | -10.4% |
| YTD | +22.7% | +14.6% | +8.1% | +25.7% |
| 1Y | +39.0% | +30.7% | +8.3% | +37.6% |
| All | +39.0% | +30.5% | +8.5% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling