+278.7%
IONQ vs EVRG
+44.9%
+233.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.5% | -5.5% |
| 7D | +1.3% | +0.6% | +0.8% | +1.3% |
| 30D | -10.3% | -0.2% | -10.1% | -10.3% |
| 3M | -32.7% | -0.5% | -32.3% | -32.9% |
| 6M | +6.3% | +0.2% | +6.1% | +5.7% |
| YTD | -15.0% | +14.9% | -29.9% | -18.8% |
| 1Y | -13.3% | +18.2% | -31.5% | -18.1% |
| 3Y | +97.2% | +70.2% | +27.0% | +70.5% |
| 5Y | +278.7% | +45.3% | +233.4% | +212.9% |
| All | +278.7% | +44.9% | +233.8% | +212.9% |
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