-2.1%
IGV vs DVN
+41.2%
-43.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.3% |
| 7D | -4.5% | +1.5% | -6.0% | -4.4% |
| 30D | +3.2% | +14.2% | -11.0% | +4.3% |
| 3M | +4.5% | +5.2% | -0.7% | +5.3% |
| 6M | +22.1% | +11.9% | +10.2% | +23.0% |
| YTD | -1.0% | +32.8% | -33.9% | +1.1% |
| 1Y | -2.1% | +38.6% | -40.7% | -1.2% |
| All | -2.1% | +41.2% | -43.3% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling