+69.6%
IWM vs DVN
+12.2%
+57.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +1.4% | +10.4% | -8.9% | -0.3% |
| 30D | +2.3% | -6.7% | +9.0% | +3.3% |
| 3M | -8.3% | +5.6% | -13.9% | -9.8% |
| 6M | -1.3% | +0.7% | -2.0% | -2.4% |
| YTD | +13.5% | +29.6% | -16.1% | +2.9% |
| 1Y | +18.4% | +36.3% | -17.9% | +5.3% |
| 3Y | +69.6% | +13.2% | +56.5% | +54.5% |
| All | +69.6% | +12.2% | +57.4% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling