+202.0%
IONQ vs EVRG
+98.1%
+104.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.1% | +23.3% | +23.4% |
| 7D | +8.6% | +1.9% | +6.7% | +8.3% |
| 30D | -21.1% | +9.0% | -30.1% | -22.2% |
| 3M | -17.9% | +6.3% | -24.2% | -18.7% |
| 6M | -37.9% | +9.9% | -47.9% | -39.2% |
| YTD | -27.3% | +23.8% | -51.1% | -31.0% |
| 1Y | -43.2% | +19.9% | -63.1% | -45.6% |
| 3Y | +191.0% | +94.3% | +96.7% | +151.4% |
| 5Y | +69.3% | +64.6% | +4.6% | +52.5% |
| All | +202.0% | +98.1% | +104.0% | +175.2% |
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 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