+770.8%
IVV vs DVN
+178.8%
+592.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | -1.0% | +12.6% | -13.6% | -3.6% |
| 3M | +3.9% | +8.1% | -4.3% | +1.6% |
| 6M | +14.5% | +10.2% | +4.3% | +10.8% |
| YTD | +12.9% | +33.8% | -20.9% | +4.3% |
| 1Y | +19.4% | +43.9% | -24.5% | +8.0% |
| 3Y | +78.8% | +1.7% | +77.1% | +71.4% |
| 5Y | +82.2% | +119.6% | -37.4% | +39.7% |
| 10Y | +313.7% | +53.7% | +259.9% | +192.4% |
| All | +770.8% | +178.8% | +592.0% | +397.3% |
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