+726.9%
DVN vs IVZ
+1,081.7%
-354.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -0.1% | +1.2% | -1.3% | -0.5% |
| 30D | +8.0% | +1.8% | +6.2% | +7.1% |
| 3M | +11.9% | +15.7% | -3.8% | +5.3% |
| 6M | +10.6% | +36.3% | -25.7% | -2.6% |
| YTD | +35.4% | +24.9% | +10.4% | +21.9% |
| 1Y | +46.5% | +48.9% | -2.5% | +23.7% |
| 3Y | +3.0% | +136.8% | -133.9% | -27.7% |
| 5Y | +120.5% | +60.0% | +60.6% | +73.3% |
| 10Y | +62.5% | +63.4% | -0.9% | +22.3% |
| All | +726.9% | +1,081.7% | -354.8% | +297.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling