+22.4%
IP vs EVRG
+124.9%
-102.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.8% | +2.5% | -5.2% | -3.9% |
| 30D | +9.2% | +8.4% | +0.8% | +5.2% |
| 3M | -16.1% | +8.6% | -24.7% | -19.4% |
| 6M | +9.6% | +7.7% | +1.9% | +5.8% |
| YTD | -8.8% | +25.0% | -33.7% | -18.0% |
| 1Y | -5.5% | +18.7% | -24.3% | -13.1% |
| 3Y | +19.6% | +102.1% | -82.4% | -15.6% |
| 5Y | -13.5% | +66.8% | -80.3% | -33.8% |
| 10Y | +22.4% | +123.5% | -101.1% | -15.3% |
| All | +22.4% | +124.9% | -102.5% | -15.3% |
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