+48.3%
IEMG vs DVN
+120.4%
-72.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -1.3% | +4.5% | -5.8% | -1.8% |
| 30D | +1.9% | +12.0% | -10.1% | +0.5% |
| 3M | +1.4% | +13.4% | -12.0% | -0.3% |
| 6M | +15.2% | +12.1% | +3.1% | +12.6% |
| YTD | +23.8% | +38.8% | -15.0% | +16.9% |
| 1Y | +30.7% | +46.0% | -15.4% | +22.0% |
| 3Y | +83.3% | +9.5% | +73.8% | +75.6% |
| All | +48.3% | +120.4% | -72.1% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 5y: compounded portfolio wealth divided by compounded DVN 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…
5y analysis · Full analysis span regression · 6 months rolling