+26.8%
IP vs EVRG
+122.0%
-95.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | -3.0% | +1.7% | -4.7% | -3.8% |
| 30D | +10.6% | +8.7% | +1.9% | +6.4% |
| 3M | -13.6% | +6.4% | -20.0% | -16.1% |
| 6M | +10.4% | +9.4% | +1.0% | +5.8% |
| YTD | -6.5% | +24.5% | -30.9% | -15.8% |
| 1Y | -2.1% | +20.5% | -22.6% | -10.6% |
| 3Y | +22.0% | +101.6% | -79.6% | -13.8% |
| 5Y | -9.7% | +67.5% | -77.2% | -31.1% |
| 10Y | +26.8% | +122.3% | -95.5% | -11.9% |
| All | +26.8% | +122.0% | -95.2% | -11.9% |
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