+2,413.6%
IBM vs EVRG
+2,068.9%
+344.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +0.3% | -1.0% | +1.3% | +0.5% |
| 3M | -21.6% | +0.4% | -22.0% | -21.8% |
| 6M | -4.7% | -0.8% | -3.9% | -4.8% |
| YTD | -19.1% | +15.3% | -34.4% | -23.2% |
| 1Y | -2.5% | +17.9% | -20.4% | -8.1% |
| 3Y | +74.2% | +71.9% | +2.2% | +44.7% |
| 5Y | +113.1% | +45.3% | +67.9% | +85.3% |
| 10Y | +133.5% | +113.1% | +20.5% | +77.1% |
| All | +2,413.6% | +2,068.9% | +344.7% | +885.2% |
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