+83.3%
IEMG vs EVRG
+72.5%
+10.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +1.9% | -1.2% | +3.1% | +2.0% |
| 3M | +1.4% | -0.6% | +2.0% | +1.3% |
| 6M | +15.2% | +2.4% | +12.7% | +14.3% |
| YTD | +23.8% | +15.5% | +8.4% | +20.1% |
| 1Y | +30.7% | +16.8% | +13.8% | +26.3% |
| 3Y | +83.3% | +75.0% | +8.3% | +60.6% |
| All | +83.3% | +72.5% | +10.8% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling