+336.0%
IR vs EVRG
+140.3%
+195.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.1% | +2.5% | -1.4% | +0.2% |
| 30D | +7.6% | +8.4% | -0.8% | +4.4% |
| 3M | +0.1% | +8.6% | -8.5% | -3.0% |
| 6M | +14.0% | +7.7% | +6.3% | +10.8% |
| YTD | +7.5% | +25.0% | -17.5% | -1.1% |
| 1Y | +10.1% | +18.7% | -8.6% | +3.2% |
| 3Y | +24.9% | +102.1% | -77.2% | -4.9% |
| 5Y | +46.9% | +66.8% | -20.0% | +19.9% |
| All | +336.0% | +140.3% | +195.6% | +252.3% |
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