+67.3%
DVN vs IWF
+422.7%
-355.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | +4.5% | -0.9% | +5.4% | +5.3% |
| 30D | +12.0% | -1.7% | +13.7% | +13.4% |
| 3M | +13.4% | +0.7% | +12.7% | +11.4% |
| 6M | +12.1% | +8.6% | +3.5% | +1.5% |
| YTD | +38.8% | +3.5% | +35.3% | +30.7% |
| 1Y | +46.0% | +7.0% | +39.0% | +32.4% |
| 3Y | +9.5% | +76.3% | -66.8% | -40.3% |
| 5Y | +125.3% | +74.8% | +50.5% | +20.8% |
| All | +67.3% | +422.7% | -355.5% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling