-2.1%
IGV vs EVRG
+17.4%
-19.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.4% |
| 7D | -4.5% | +1.1% | -5.6% | -4.0% |
| 30D | +3.2% | -1.0% | +4.2% | +2.8% |
| 3M | +4.5% | +0.4% | +4.1% | +5.0% |
| 6M | +22.1% | -0.8% | +23.0% | +22.5% |
| YTD | -1.0% | +15.3% | -16.4% | +3.6% |
| 1Y | -2.1% | +17.9% | -20.0% | +5.2% |
| All | -2.1% | +17.4% | -19.5% | +5.2% |
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