+23.1%
IGV vs DVN
+120.4%
-97.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -2.9% | +4.5% | -7.4% | -3.6% |
| 30D | -1.5% | +12.0% | -13.5% | -3.4% |
| 3M | +11.7% | +13.4% | -1.7% | +9.1% |
| 6M | +18.4% | +12.1% | +6.3% | +15.3% |
| YTD | -3.9% | +38.8% | -42.8% | -10.4% |
| 1Y | -9.7% | +46.0% | -55.7% | -16.8% |
| 3Y | +38.4% | +9.5% | +28.9% | +31.3% |
| All | +23.1% | +120.4% | -97.2% | +9.9% |
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