+953.6%
IGV vs DVN
+224.4%
+729.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -3.3% | -1.3% | -2.0% | -3.0% |
| 30D | 0.0% | +12.6% | -12.6% | -2.7% |
| 3M | +7.3% | +8.1% | -0.8% | +5.0% |
| 6M | +16.7% | +10.2% | +6.6% | +13.1% |
| YTD | -2.8% | +33.8% | -36.6% | -10.2% |
| 1Y | -6.7% | +43.9% | -50.6% | -15.5% |
| 3Y | +41.1% | +1.7% | +39.4% | +35.3% |
| 5Y | +22.0% | +119.6% | -97.6% | -6.1% |
| 10Y | +357.9% | +53.7% | +304.2% | +224.8% |
| All | +953.6% | +224.4% | +729.1% | +370.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling