+191.1%
DVN vs IWD
+726.5%
-535.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.6% |
| 7D | +1.5% | -0.3% | +1.8% | +1.8% |
| 30D | +14.2% | +0.6% | +13.6% | +13.2% |
| 3M | +5.2% | +7.2% | -2.0% | -4.4% |
| 6M | +11.9% | +16.2% | -4.3% | -9.3% |
| YTD | +32.8% | +23.3% | +9.5% | -0.3% |
| 1Y | +38.6% | +29.6% | +9.0% | -2.4% |
| 3Y | +0.5% | +70.5% | -69.9% | -49.3% |
| 5Y | +111.0% | +73.5% | +37.6% | +6.7% |
| 10Y | +56.1% | +198.3% | -142.2% | -51.2% |
| All | +191.1% | +726.5% | -535.4% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling