+557.6%
IBB vs EVRG
+1,008.5%
-450.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +0.8% | +3.5% | -2.7% | -0.6% |
| 30D | +5.2% | +9.2% | -4.1% | +1.4% |
| 3M | +8.6% | +8.6% | -0.1% | +4.8% |
| 6M | +27.8% | +10.0% | +17.9% | +22.6% |
| YTD | +28.8% | +25.1% | +3.7% | +16.9% |
| 1Y | +36.4% | +19.5% | +16.9% | +26.1% |
| 3Y | +89.3% | +102.3% | -13.0% | +40.2% |
| 5Y | +43.3% | +66.8% | -23.6% | +13.2% |
| 10Y | +130.6% | +125.0% | +5.6% | +51.0% |
| All | +557.6% | +1,008.5% | -450.9% | +101.6% |
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