+868.5%
IAU vs EVRG
+769.0%
+99.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | +0.2% | -0.2% | +0.5% | +0.2% |
| 3M | +3.3% | -0.5% | +3.7% | +3.3% |
| 6M | -14.6% | +0.2% | -14.7% | -14.6% |
| YTD | +1.9% | +14.9% | -13.0% | +0.9% |
| 1Y | +20.9% | +18.2% | +2.7% | +19.6% |
| 3Y | +127.5% | +70.2% | +57.3% | +120.1% |
| 5Y | +141.9% | +45.3% | +96.6% | +135.6% |
| 10Y | +222.8% | +112.4% | +110.3% | +206.9% |
| All | +868.5% | +769.0% | +99.5% | +760.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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