+129.6%
IEF vs EVRG
+1,920.4%
-1,790.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | -0.7% | -0.5% | -0.2% | -0.7% |
| 3M | -0.4% | +1.5% | -1.9% | -0.4% |
| 6M | -2.5% | +1.2% | -3.6% | -2.4% |
| YTD | -1.6% | +16.3% | -17.9% | -1.1% |
| 1Y | -1.3% | +20.3% | -21.6% | -0.7% |
| 3Y | +10.1% | +72.3% | -62.2% | +12.2% |
| 5Y | -8.3% | +46.7% | -55.0% | -7.1% |
| 10Y | +4.5% | +113.8% | -109.3% | +9.0% |
| All | +129.6% | +1,920.4% | -1,790.8% | +176.5% |
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