+1.1%
IOVA vs EVRG
+123.3%
-122.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.6% |
| 7D | -1.4% | +1.0% | -2.4% | -1.9% |
| 30D | -47.4% | +7.5% | -54.9% | -49.6% |
| 3M | +13.2% | +6.8% | +6.4% | +8.8% |
| 6M | +114.3% | +7.7% | +106.6% | +105.0% |
| YTD | +179.5% | +24.9% | +154.6% | +147.4% |
| 1Y | +200.4% | +18.1% | +182.3% | +174.2% |
| 3Y | +92.2% | +101.9% | -9.7% | +35.2% |
| 5Y | -63.8% | +67.0% | -130.8% | -72.9% |
| All | +1.1% | +123.3% | -122.3% | -34.1% |
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