+53.0%
IJR vs EVRG
+72.5%
-19.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -4.6% | -1.2% | -3.4% | -4.3% |
| 3M | +0.2% | -0.6% | +0.8% | +0.3% |
| 6M | +14.7% | +2.4% | +12.3% | +13.5% |
| YTD | +18.9% | +15.5% | +3.4% | +12.4% |
| 1Y | +19.9% | +16.8% | +3.1% | +12.8% |
| 3Y | +53.0% | +75.0% | -22.0% | +18.8% |
| All | +53.0% | +72.5% | -19.5% | +18.8% |
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 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