+26.5%
IP vs EVRG
+121.0%
-94.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -5.1% | +1.9% | -6.9% | -5.9% |
| 30D | +8.5% | +9.0% | -0.5% | +4.2% |
| 3M | -13.8% | +6.3% | -20.2% | -16.4% |
| 6M | +5.7% | +9.9% | -4.2% | +1.0% |
| YTD | -9.1% | +23.8% | -32.9% | -18.0% |
| 1Y | -0.8% | +19.9% | -20.7% | -9.2% |
| 3Y | +14.8% | +94.3% | -79.5% | -17.4% |
| 5Y | -11.5% | +64.6% | -76.2% | -31.9% |
| All | +26.5% | +121.0% | -94.5% | -12.1% |
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