+1,316.6%
EVRG vs IAG
+303.8%
+1,012.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +1.4% | -7.7% | +9.1% | +1.8% |
| 30D | +7.4% | +1.6% | +5.8% | +7.1% |
| 3M | +7.2% | -2.4% | +9.6% | +7.1% |
| 6M | +9.5% | -7.8% | +17.3% | +9.3% |
| YTD | +25.6% | +5.0% | +20.5% | +23.8% |
| 1Y | +20.4% | +25.7% | -5.3% | +17.3% |
| 3Y | +108.8% | +694.5% | -585.7% | +79.6% |
| 5Y | +68.0% | +421.7% | -353.7% | +44.7% |
| 10Y | +124.6% | +382.5% | -257.8% | +86.3% |
| All | +1,316.6% | +303.8% | +1,012.8% | +900.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling