+973.2%
IGV vs EVRG
+1,049.3%
-76.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -4.5% | +1.1% | -5.6% | -4.9% |
| 30D | +3.2% | -1.0% | +4.2% | +3.6% |
| 3M | +4.5% | +0.4% | +4.1% | +4.0% |
| 6M | +22.1% | -0.8% | +23.0% | +21.6% |
| YTD | -1.0% | +15.3% | -16.4% | -7.7% |
| 1Y | -2.1% | +17.9% | -20.0% | -9.8% |
| 3Y | +44.6% | +71.9% | -27.4% | +11.7% |
| 5Y | +22.2% | +45.3% | -23.1% | +0.2% |
| 10Y | +364.7% | +113.1% | +251.7% | +201.7% |
| All | +973.2% | +1,049.3% | -76.2% | +191.0% |
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