-92.9%
IOVA vs EVRG
+560.6%
-653.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -3.5% | +1.4% | -4.9% | -4.0% |
| 30D | -45.4% | +7.4% | -52.8% | -47.1% |
| 3M | +19.0% | +7.2% | +11.8% | +15.4% |
| 6M | +112.0% | +9.5% | +102.5% | +104.1% |
| YTD | +184.2% | +25.6% | +158.7% | +159.7% |
| 1Y | +222.0% | +20.4% | +201.6% | +199.3% |
| 3Y | +92.6% | +108.8% | -16.3% | +48.2% |
| 5Y | -63.2% | +68.0% | -131.1% | -70.0% |
| 10Y | +2.1% | +124.6% | -122.5% | -23.2% |
| All | -92.9% | +560.6% | -653.5% | -94.5% |
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