+766.3%
IVV vs DVN
+160.6%
+605.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.3% | +0.5% |
| 7D | -0.9% | +1.9% | -2.8% | -1.3% |
| 30D | -2.3% | -8.2% | +5.8% | -0.8% |
| 3M | -1.2% | -0.3% | -0.8% | -1.6% |
| 6M | +3.3% | -2.5% | +5.8% | +2.8% |
| YTD | +12.3% | +25.0% | -12.7% | +4.9% |
| 1Y | +12.5% | +31.1% | -18.6% | +3.8% |
| 3Y | +79.2% | +8.7% | +70.5% | +68.8% |
| 5Y | +75.6% | +33.3% | +42.3% | +51.1% |
| 10Y | +313.4% | +55.3% | +258.1% | +190.7% |
| All | +766.3% | +160.6% | +605.8% | +400.1% |
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