+240.3%
IONQ vs DVN
+311.8%
-71.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | -7.0% | +4.5% | -11.5% | -8.3% |
| 30D | -18.7% | +12.0% | -30.7% | -21.5% |
| 3M | -36.6% | +13.4% | -50.0% | -39.6% |
| 6M | +7.2% | +12.1% | -4.9% | +0.8% |
| YTD | -18.1% | +38.8% | -56.9% | -29.2% |
| 1Y | -21.9% | +46.0% | -67.9% | -34.0% |
| 3Y | +86.7% | +9.5% | +77.2% | +69.5% |
| 5Y | +267.5% | +125.3% | +142.2% | +199.4% |
| All | +240.3% | +311.8% | -71.6% | +159.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling