+808.3%
IWM vs DVN
+181.6%
+626.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +0.1% | +1.5% | -1.4% | -0.4% |
| 30D | -1.3% | +14.2% | -15.4% | -5.0% |
| 3M | +1.6% | +5.2% | -3.6% | -0.5% |
| 6M | +13.6% | +11.9% | +1.7% | +8.3% |
| YTD | +20.8% | +32.8% | -12.1% | +9.2% |
| 1Y | +26.4% | +38.6% | -12.2% | +12.4% |
| 3Y | +60.7% | +0.5% | +60.2% | +53.3% |
| 5Y | +38.2% | +111.0% | -72.8% | +0.8% |
| 10Y | +169.5% | +56.1% | +113.3% | +77.7% |
| All | +808.3% | +181.6% | +626.7% | +376.2% |
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 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