+1,212.2%
EVRG vs IAG
+368.9%
+843.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | +0.9% | +4.3% | -3.4% | +0.6% |
| 30D | -0.5% | +9.8% | -10.3% | -1.2% |
| 3M | +1.5% | +28.9% | -27.4% | -0.2% |
| 6M | +1.2% | -7.6% | +8.7% | +1.0% |
| YTD | +16.3% | +22.0% | -5.6% | +13.9% |
| 1Y | +20.3% | +99.5% | -79.2% | +14.1% |
| 3Y | +72.3% | +818.3% | -746.0% | +47.2% |
| 5Y | +46.7% | +785.9% | -739.2% | +22.9% |
| 10Y | +113.8% | +381.1% | -267.3% | +77.2% |
| All | +1,212.2% | +368.9% | +843.4% | +820.8% |
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