-12.3%
IP vs EVRG
+67.0%
-79.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | 0.0% | +3.5% | -3.5% | -1.3% |
| 30D | +9.4% | +9.2% | +0.1% | +5.6% |
| 3M | -14.1% | +8.6% | -22.7% | -16.9% |
| 6M | +9.2% | +10.0% | -0.8% | +5.1% |
| YTD | -7.5% | +25.1% | -32.6% | -15.6% |
| 1Y | -2.8% | +19.5% | -22.3% | -9.7% |
| 3Y | +21.2% | +102.3% | -81.1% | -11.5% |
| All | -12.3% | +67.0% | -79.2% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling