+2,536.4%
IBM vs EVRG
+2,247.9%
+288.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | +6.8% | +7.5% | -0.7% | +4.3% |
| 3M | +4.4% | +6.8% | -2.4% | +2.1% |
| 6M | +13.2% | +7.7% | +5.4% | +10.2% |
| YTD | -15.1% | +24.9% | -40.0% | -21.5% |
| 1Y | -20.2% | +18.1% | -38.3% | -24.8% |
| 3Y | +79.3% | +101.9% | -22.6% | +41.7% |
| 5Y | +147.5% | +67.0% | +80.5% | +105.9% |
| 10Y | +140.2% | +123.3% | +16.8% | +79.1% |
| All | +2,536.4% | +2,247.9% | +288.4% | +907.0% |
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