+38.3%
IEMG vs EVRG
+17.4%
+20.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.6% |
| 7D | +2.2% | +1.1% | +1.1% | +2.4% |
| 30D | +4.6% | -1.0% | +5.6% | +4.5% |
| 3M | +0.4% | +0.4% | 0.0% | 0.0% |
| 6M | +16.4% | -0.8% | +17.2% | +16.2% |
| YTD | +25.4% | +15.3% | +10.1% | +23.7% |
| 1Y | +38.3% | +17.9% | +20.4% | +38.5% |
| All | +38.3% | +17.4% | +20.8% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling