+336.0%
IR vs EVRG
+141.5%
+194.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | +9.2% | +7.4% | +1.8% | +6.3% |
| 3M | +0.9% | +7.2% | -6.3% | -1.7% |
| 6M | +19.2% | +9.5% | +9.8% | +15.2% |
| YTD | +7.5% | +25.6% | -18.1% | -1.3% |
| 1Y | +11.7% | +20.4% | -8.6% | +4.2% |
| 3Y | +23.9% | +108.8% | -84.9% | -6.8% |
| 5Y | +46.4% | +68.0% | -21.6% | +19.2% |
| All | +336.0% | +141.5% | +194.5% | +251.7% |
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