+53,289.7%
IDXX vs EVRG
+1,898.6%
+51,391.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | -11.5% | -1.2% | -10.3% | -11.2% |
| 3M | -9.5% | -0.6% | -8.9% | -9.5% |
| 6M | -16.0% | +2.4% | -18.4% | -16.9% |
| YTD | -25.4% | +15.5% | -40.9% | -29.2% |
| 1Y | -21.8% | +16.8% | -38.6% | -26.1% |
| 3Y | +7.0% | +75.0% | -68.0% | -12.3% |
| 5Y | -26.0% | +49.3% | -75.3% | -36.4% |
| 10Y | +358.9% | +113.5% | +245.5% | +238.9% |
| All | +53,289.7% | +1,898.6% | +51,391.2% | +21,205.9% |
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 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