+196.7%
DVN vs IWF
+720.7%
-524.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | -0.1% | +0.5% | -0.6% | -0.6% |
| 30D | +8.0% | -1.4% | +9.4% | +9.1% |
| 3M | +11.9% | +0.4% | +11.5% | +9.9% |
| 6M | +10.6% | +8.5% | +2.2% | +0.2% |
| YTD | +35.4% | +3.7% | +31.7% | +27.0% |
| 1Y | +46.5% | +8.5% | +38.0% | +31.2% |
| 3Y | +3.0% | +78.5% | -75.6% | -42.6% |
| 5Y | +120.5% | +73.6% | +46.9% | +22.4% |
| 10Y | +62.5% | +421.3% | -358.8% | -65.6% |
| All | +196.7% | +720.7% | -524.0% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling