+167.4%
IONQ vs EVRG
+100.9%
+66.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.5% |
| 7D | -11.5% | +1.4% | -12.9% | -11.6% |
| 30D | -8.1% | +7.4% | -15.5% | -9.1% |
| 3M | -35.8% | +7.2% | -43.0% | -36.5% |
| 6M | -47.7% | +9.5% | -57.2% | -48.7% |
| YTD | -35.6% | +25.6% | -61.2% | -39.0% |
| 1Y | -36.4% | +20.4% | -56.7% | -39.0% |
| 3Y | +150.0% | +108.8% | +41.2% | +114.1% |
| 5Y | +43.3% | +68.0% | -24.6% | +28.8% |
| All | +167.4% | +100.9% | +66.5% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling