+63.3%
IWM vs DVN
+2.0%
+61.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -3.1% | +8.0% | -11.1% | -4.7% |
| 3M | +2.2% | +11.9% | -9.7% | -0.6% |
| 6M | +15.1% | +10.6% | +4.4% | +10.8% |
| YTD | +18.6% | +35.4% | -16.8% | +7.1% |
| 1Y | +24.0% | +46.5% | -22.5% | +8.6% |
| All | +63.3% | +2.0% | +61.3% | +52.4% |
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 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