+316.2%
IP vs EVRG
+2,247.9%
-1,931.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -0.9% | +1.0% | -1.9% | -1.3% |
| 30D | +6.7% | +7.5% | -0.8% | +3.4% |
| 3M | -16.6% | +6.8% | -23.4% | -19.0% |
| 6M | +6.0% | +7.7% | -1.8% | +2.5% |
| YTD | -10.7% | +24.9% | -35.5% | -19.1% |
| 1Y | -6.7% | +18.1% | -24.8% | -13.4% |
| 3Y | +17.1% | +101.9% | -84.8% | -14.6% |
| 5Y | -14.6% | +67.0% | -81.5% | -33.1% |
| 10Y | +19.9% | +123.3% | -103.4% | -19.5% |
| All | +316.2% | +2,247.9% | -1,931.7% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling