+48.9%
EVRG vs IAG
+796.9%
-748.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | 0.0% | +10.6% | -10.6% | -0.8% |
| 3M | -1.0% | +35.4% | -36.3% | -3.4% |
| 6M | +1.0% | -9.5% | +10.5% | +1.1% |
| YTD | +15.1% | +21.8% | -6.7% | +12.1% |
| 1Y | +17.6% | +84.1% | -66.6% | +10.3% |
| 3Y | +70.5% | +817.4% | -746.9% | +36.2% |
| 5Y | +48.9% | +830.1% | -781.2% | +16.5% |
| All | +48.9% | +796.9% | -748.0% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling