+22.6%
IP vs EVRG
+111.9%
-89.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -5.3% | +1.1% | -6.4% | -5.8% |
| 30D | -10.9% | -1.0% | -9.8% | -10.5% |
| 3M | +11.2% | +0.4% | +10.8% | +10.9% |
| 6M | -10.2% | -0.8% | -9.4% | -10.1% |
| YTD | -2.0% | +15.3% | -17.3% | -8.6% |
| 1Y | -19.1% | +17.9% | -37.0% | -25.4% |
| 3Y | +20.9% | +71.9% | -51.1% | -8.1% |
| 5Y | -17.8% | +45.3% | -63.1% | -32.9% |
| All | +22.6% | +111.9% | -89.3% | -16.4% |
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