+274.7%
IONQ vs EVRG
+86.1%
+188.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | +7.1% | +0.9% | +6.2% | +7.0% |
| 30D | -8.9% | -0.5% | -8.4% | -8.9% |
| 3M | -35.6% | +1.5% | -37.1% | -36.0% |
| 6M | +13.3% | +1.2% | +12.1% | +12.5% |
| YTD | -9.8% | +16.3% | -26.1% | -13.5% |
| 1Y | -1.3% | +20.3% | -21.6% | -6.4% |
| 3Y | +109.3% | +72.3% | +36.9% | +84.2% |
| 5Y | +304.7% | +46.7% | +258.0% | +269.5% |
| All | +274.7% | +86.1% | +188.6% | +244.8% |
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 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