+134.5%
IBM vs EVRG
+113.2%
+21.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | -1.8% | 0.0% | -1.9% | -2.0% |
| 3M | -13.5% | -1.0% | -12.5% | -13.2% |
| 6M | -5.1% | +1.0% | -6.1% | -5.9% |
| YTD | -19.4% | +15.1% | -34.5% | -24.5% |
| 1Y | -6.5% | +17.6% | -24.1% | -13.3% |
| 3Y | +73.8% | +70.5% | +3.3% | +36.9% |
| 5Y | +116.3% | +48.9% | +67.5% | +78.4% |
| All | +134.5% | +113.2% | +21.3% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling