+543.4%
IBB vs EVRG
+1,012.8%
-469.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -0.5% | +1.4% | -1.9% | -1.1% |
| 30D | +4.6% | +7.4% | -2.8% | +1.5% |
| 3M | +6.8% | +7.2% | -0.4% | +3.7% |
| 6M | +23.1% | +9.5% | +13.6% | +18.3% |
| YTD | +26.0% | +25.6% | +0.4% | +14.2% |
| 1Y | +30.4% | +20.4% | +10.0% | +20.2% |
| 3Y | +85.4% | +108.8% | -23.4% | +35.6% |
| 5Y | +39.7% | +68.0% | -28.2% | +10.1% |
| 10Y | +127.1% | +124.6% | +2.5% | +48.8% |
| All | +543.4% | +1,012.8% | -469.3% | +96.9% |
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