+9.5%
DVN vs IYR
+29.0%
-19.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +4.5% | -1.4% | +5.9% | +5.2% |
| 30D | +12.0% | -2.7% | +14.6% | +13.3% |
| 3M | +13.4% | -2.1% | +15.5% | +14.2% |
| 6M | +12.1% | +3.6% | +8.5% | +8.6% |
| YTD | +38.8% | +8.1% | +30.7% | +30.6% |
| 1Y | +46.0% | +4.7% | +41.3% | +40.2% |
| 3Y | +9.5% | +29.1% | -19.6% | -5.0% |
| All | +9.5% | +29.0% | -19.5% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling