+2,042.5%
EVRG vs IFF
+830.6%
+1,211.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.7% | -2.8% | +2.1% | 0.0% |
| 30D | 0.0% | -1.1% | +1.1% | +0.2% |
| 3M | -1.0% | +13.8% | -14.8% | -4.5% |
| 6M | +1.0% | +16.7% | -15.7% | -4.1% |
| YTD | +15.1% | +26.1% | -11.0% | +6.9% |
| 1Y | +17.6% | +33.5% | -15.9% | +7.4% |
| 3Y | +70.5% | +31.6% | +38.9% | +53.5% |
| 5Y | +48.9% | -34.9% | +83.7% | +56.5% |
| 10Y | +112.8% | -20.3% | +133.1% | +104.0% |
| All | +2,042.5% | +830.6% | +1,211.9% | +994.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling