+48.1%
IJH vs EVRG
+48.0%
+0.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -4.6% | -1.2% | -3.4% | -4.3% |
| 3M | -1.2% | -0.6% | -0.5% | -1.1% |
| 6M | +9.4% | +2.4% | +7.0% | +8.1% |
| YTD | +13.3% | +15.5% | -2.1% | +6.7% |
| 1Y | +13.4% | +16.8% | -3.4% | +6.1% |
| 3Y | +50.4% | +75.0% | -24.6% | +18.2% |
| All | +48.1% | +48.0% | +0.1% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling