+184.2%
DVN vs IYR
+683.6%
-499.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +2.7% |
| 7D | +2.5% | -2.8% | +5.3% | +4.3% |
| 30D | +10.2% | -2.5% | +12.7% | +11.8% |
| 3M | +8.1% | -3.0% | +11.1% | +9.7% |
| 6M | +15.9% | +1.6% | +14.2% | +13.5% |
| YTD | +38.2% | +7.3% | +30.9% | +30.9% |
| 1Y | +44.5% | +5.6% | +38.9% | +38.2% |
| 3Y | +5.1% | +28.1% | -23.0% | -11.2% |
| 5Y | +124.3% | +6.1% | +118.2% | +111.4% |
| 10Y | +65.9% | +67.7% | -1.7% | +24.7% |
| All | +184.2% | +683.6% | -499.4% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling