+541.7%
IBB vs EVRG
+922.0%
-380.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +10.5% | -1.0% | +11.5% | +10.9% |
| 3M | +23.6% | +0.4% | +23.2% | +23.2% |
| 6M | +22.6% | -0.8% | +23.5% | +22.6% |
| YTD | +25.7% | +15.3% | +10.3% | +18.0% |
| 1Y | +51.4% | +17.9% | +33.5% | +40.7% |
| 3Y | +64.4% | +71.9% | -7.6% | +30.0% |
| 5Y | +22.1% | +45.3% | -23.1% | +2.1% |
| 10Y | +132.5% | +113.1% | +19.4% | +55.6% |
| All | +541.7% | +922.0% | -380.3% | +103.5% |
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