+9.0%
DVN vs IVZ
+132.2%
-123.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +2.5% | -2.4% | +4.9% | +3.1% |
| 30D | +10.2% | +2.5% | +7.7% | +9.3% |
| 3M | +8.1% | +17.1% | -9.0% | +2.9% |
| 6M | +15.9% | +35.1% | -19.3% | +4.3% |
| YTD | +38.2% | +24.3% | +13.9% | +26.9% |
| 1Y | +44.5% | +48.7% | -4.2% | +22.8% |
| All | +9.0% | +132.2% | -123.1% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling