+760.2%
IVV vs DVN
+170.0%
+590.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +2.6% | +10.4% | -7.8% | +0.4% |
| 30D | -2.0% | -6.7% | +4.7% | -0.8% |
| 3M | -2.8% | +5.6% | -8.4% | -4.4% |
| 6M | +2.2% | +0.7% | +1.5% | +0.9% |
| YTD | +11.5% | +29.6% | -18.0% | +3.3% |
| 1Y | +13.5% | +36.3% | -22.8% | +3.8% |
| 3Y | +78.1% | +13.2% | +64.9% | +66.3% |
| 5Y | +73.1% | +38.6% | +34.5% | +47.7% |
| 10Y | +310.4% | +60.9% | +249.6% | +186.3% |
| All | +760.2% | +170.0% | +590.2% | +392.7% |
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