+64.8%
IBB vs EVRG
+72.7%
-7.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.4% |
| 7D | -1.7% | +0.9% | -2.5% | -1.9% |
| 30D | +4.9% | -0.5% | +5.4% | +5.0% |
| 3M | +24.2% | +1.5% | +22.7% | +23.5% |
| 6M | +23.8% | +1.2% | +22.7% | +23.2% |
| YTD | +23.0% | +16.3% | +6.6% | +16.4% |
| 1Y | +46.2% | +20.3% | +25.9% | +36.5% |
| 3Y | +64.8% | +72.3% | -7.5% | +30.3% |
| All | +64.8% | +72.7% | -7.9% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling