+1,428.5%
IBKR vs EVRG
+556.2%
+872.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -0.2% | -1.2% | +1.0% | +0.2% |
| 3M | +3.0% | -0.6% | +3.6% | +2.8% |
| 6M | +33.9% | +2.4% | +31.4% | +31.3% |
| YTD | +42.5% | +15.5% | +27.1% | +31.9% |
| 1Y | +44.9% | +16.8% | +28.0% | +33.2% |
| 3Y | +293.0% | +75.0% | +218.0% | +194.6% |
| 5Y | +497.7% | +49.3% | +448.3% | +373.2% |
| 10Y | +1,004.4% | +113.5% | +890.9% | +557.0% |
| All | +1,428.5% | +556.2% | +872.3% | +233.0% |
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