-92.1%
IOVA vs EVRG
+511.9%
-604.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +5.1% | +0.9% | +4.2% | +4.7% |
| 30D | +37.2% | -0.5% | +37.8% | +37.5% |
| 3M | +117.5% | +1.5% | +116.0% | +116.1% |
| 6M | +69.6% | +1.2% | +68.4% | +68.7% |
| YTD | +218.7% | +16.3% | +202.4% | +200.9% |
| 1Y | +265.5% | +20.3% | +245.3% | +241.2% |
| 3Y | +46.2% | +72.3% | -26.1% | +20.5% |
| 5Y | -63.2% | +46.7% | -109.9% | -68.5% |
| 10Y | +6.1% | +113.8% | -107.7% | -17.4% |
| All | -92.1% | +511.9% | -604.0% | -93.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling