+213.7%
ICE vs EVRG
+113.9%
+99.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +4.0% | -1.2% | +5.2% | +4.4% |
| 3M | +13.7% | -0.6% | +14.3% | +13.8% |
| 6M | +0.9% | +2.4% | -1.5% | -0.2% |
| YTD | -2.1% | +15.5% | -17.6% | -7.7% |
| 1Y | -9.5% | +16.8% | -26.3% | -15.2% |
| 3Y | +42.1% | +75.0% | -32.9% | +13.4% |
| 5Y | +41.4% | +49.3% | -8.0% | +19.0% |
| All | +213.7% | +113.9% | +99.7% | +141.1% |
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