+72.4%
IBM vs EVRG
+72.7%
-0.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.3% | +0.9% | -0.6% | +0.1% |
| 30D | -1.5% | -0.5% | -0.9% | -1.4% |
| 3M | -16.8% | +1.5% | -18.3% | -17.0% |
| 6M | -9.0% | +1.2% | -10.2% | -9.4% |
| YTD | -20.1% | +16.3% | -36.4% | -23.8% |
| 1Y | -7.0% | +20.3% | -27.3% | -12.3% |
| 3Y | +72.4% | +72.3% | +0.1% | +44.9% |
| All | +72.4% | +72.7% | -0.3% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling