+184.0%
DVN vs IWD
+747.8%
-563.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.5% |
| 7D | +10.4% | +2.3% | +8.1% | +7.2% |
| 30D | -6.7% | +3.6% | -10.3% | -11.2% |
| 3M | +5.6% | +2.2% | +3.5% | +2.0% |
| 6M | +0.7% | +13.0% | -12.3% | -15.1% |
| YTD | +29.6% | +26.5% | +3.1% | -6.4% |
| 1Y | +36.3% | +30.1% | +6.2% | -5.1% |
| 3Y | +13.2% | +84.9% | -71.7% | -48.9% |
| 5Y | +38.6% | +73.4% | -34.8% | -30.6% |
| 10Y | +60.9% | +204.0% | -143.1% | -51.4% |
| All | +184.0% | +747.8% | -563.8% | -62.4% |
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