+1,045.0%
IJH vs EVRG
+1,599.6%
-554.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | -5.0% | 0.0% | -5.0% | -5.1% |
| 3M | +0.5% | -1.0% | +1.5% | +0.8% |
| 6M | +8.2% | +1.0% | +7.3% | +7.3% |
| YTD | +12.4% | +15.1% | -2.6% | +5.0% |
| 1Y | +14.4% | +17.6% | -3.2% | +5.6% |
| 3Y | +49.5% | +70.5% | -21.0% | +15.4% |
| 5Y | +47.8% | +48.9% | -1.1% | +20.0% |
| 10Y | +180.4% | +112.8% | +67.6% | +86.1% |
| All | +1,045.0% | +1,599.6% | -554.6% | +235.8% |
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