+212.3%
IEFA vs EVRG
+360.5%
-148.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.7% |
| 7D | -0.5% | +0.6% | -1.0% | -0.6% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +5.1% | -0.5% | +5.5% | +5.0% |
| 6M | +9.3% | +0.2% | +9.1% | +8.9% |
| YTD | +13.0% | +14.9% | -1.9% | +7.8% |
| 1Y | +19.2% | +18.2% | +1.0% | +12.6% |
| 3Y | +67.0% | +70.2% | -3.2% | +39.9% |
| 5Y | +51.1% | +45.3% | +5.8% | +31.9% |
| 10Y | +146.5% | +112.4% | +34.1% | +87.4% |
| All | +212.3% | +360.5% | -148.2% | +70.0% |
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