+38.2%
IWM vs DVN
+124.0%
-85.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | +2.2% | +11.9% | -9.7% | -0.9% |
| 6M | +15.1% | +10.6% | +4.4% | +10.9% |
| YTD | +18.6% | +35.4% | -16.8% | +8.0% |
| 1Y | +24.0% | +46.5% | -22.5% | +10.1% |
| 3Y | +63.7% | +3.0% | +60.8% | +55.5% |
| 5Y | +38.2% | +120.5% | -82.3% | +7.2% |
| All | +38.2% | +124.0% | -85.8% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling