+111.3%
EVRG vs IAG
+427.6%
-316.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | -1.2% | +12.1% | -13.3% | -1.9% |
| 3M | -0.6% | +25.5% | -26.1% | -2.1% |
| 6M | +2.4% | -7.1% | +9.5% | +2.3% |
| YTD | +15.5% | +22.9% | -7.4% | +13.2% |
| 1Y | +16.8% | +83.3% | -66.5% | +11.6% |
| 3Y | +75.0% | +808.5% | -733.5% | +50.5% |
| 5Y | +49.3% | +838.0% | -788.6% | +25.7% |
| All | +111.3% | +427.6% | -316.3% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling