+39.0%
DVN vs IYR
+12.4%
+26.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.1% | -10.5% | -6.2% |
| 7D | -13.9% | +6.9% | -20.9% | -12.1% |
| 30D | -8.0% | +10.2% | -18.3% | -5.3% |
| 3M | +0.8% | -0.3% | +1.1% | +1.4% |
| 6M | -12.8% | +3.6% | -16.4% | -11.4% |
| YTD | +22.7% | +12.5% | +10.3% | +15.9% |
| 1Y | +39.0% | +12.4% | +26.6% | +31.3% |
| All | +39.0% | +12.4% | +26.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling