+49.6%
EVRG vs IFF
-35.8%
+85.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | -1.2% | -0.3% | -0.9% | -1.2% |
| 3M | -0.6% | +8.4% | -9.1% | -2.0% |
| 6M | +2.4% | +23.0% | -20.6% | -1.7% |
| YTD | +15.5% | +25.5% | -10.0% | +10.4% |
| 1Y | +16.8% | +29.1% | -12.2% | +11.0% |
| 3Y | +75.0% | +31.7% | +43.3% | +63.8% |
| All | +49.6% | -35.8% | +85.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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