-92.0%
IOVA vs EVRG
+506.7%
-598.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +9.7% | +1.1% | +8.6% | +9.3% |
| 30D | +102.5% | -1.0% | +103.5% | +103.3% |
| 3M | +100.7% | +0.4% | +100.3% | +100.2% |
| 6M | +106.3% | -0.8% | +107.2% | +106.8% |
| YTD | +222.0% | +15.3% | +206.6% | +205.0% |
| 1Y | +299.5% | +17.9% | +281.7% | +275.8% |
| 3Y | +42.9% | +71.9% | -29.0% | +17.9% |
| 5Y | -65.0% | +45.3% | -110.2% | -69.9% |
| 10Y | +10.3% | +113.1% | -102.8% | -13.8% |
| All | -92.0% | +506.7% | -598.7% | -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 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