+118.6%
DVN vs IVZ
+61.1%
+57.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +4.5% | -2.4% | +6.9% | +5.4% |
| 30D | +12.0% | +3.0% | +8.9% | +10.6% |
| 3M | +13.4% | +14.9% | -1.5% | +6.9% |
| 6M | +12.1% | +36.7% | -24.6% | -2.5% |
| YTD | +38.8% | +25.7% | +13.2% | +23.7% |
| 1Y | +46.0% | +47.7% | -1.7% | +20.7% |
| 3Y | +9.5% | +138.8% | -129.3% | -30.3% |
| All | +118.6% | +61.1% | +57.5% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling