+224.0%
IONQ vs DVN
+258.2%
-34.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.7% |
| 7D | +16.7% | -8.8% | +25.5% | +19.7% |
| 30D | -12.3% | -10.0% | -2.2% | -9.9% |
| 3M | -17.7% | -3.7% | -14.0% | -17.5% |
| 6M | -28.9% | -3.5% | -25.4% | -29.6% |
| YTD | -22.0% | +20.8% | -42.8% | -30.2% |
| 1Y | -36.8% | +31.2% | -68.0% | -45.4% |
| 3Y | +228.2% | +5.0% | +223.2% | +199.6% |
| 5Y | +91.9% | +29.9% | +62.0% | +68.7% |
| All | +224.0% | +258.2% | -34.2% | +156.2% |
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 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