+21.2%
IWM vs DVN
+47.2%
-26.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -2.4% | +4.5% | -6.9% | -2.1% |
| 30D | -4.6% | +12.0% | -16.5% | -3.8% |
| 3M | -0.3% | +13.4% | -13.7% | +0.8% |
| 6M | +14.7% | +12.1% | +2.6% | +14.6% |
| YTD | +17.8% | +38.8% | -21.0% | +15.1% |
| 1Y | +21.2% | +46.0% | -24.8% | +16.4% |
| All | +21.2% | +47.2% | -26.0% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling