+1.7%
DVN vs IWD
+71.7%
-69.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.6% |
| 7D | -1.3% | -0.2% | -1.2% | -1.2% |
| 30D | +12.6% | -0.8% | +13.4% | +13.4% |
| 3M | +8.1% | +8.0% | +0.1% | -1.5% |
| 6M | +10.2% | +18.2% | -8.0% | -11.1% |
| YTD | +33.8% | +22.3% | +11.4% | +2.6% |
| 1Y | +43.9% | +28.9% | +15.0% | +2.3% |
| 3Y | +1.7% | +71.5% | -69.8% | -48.8% |
| All | +1.7% | +71.7% | -69.9% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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