-97.2%
IRE vs EVRG
+15.8%
-113.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -1.6% |
| 7D | -15.5% | +1.7% | -17.2% | -11.5% |
| 30D | -70.4% | +8.7% | -79.1% | -65.7% |
| 3M | -81.6% | +6.4% | -88.0% | -79.4% |
| 6M | -94.7% | +9.4% | -104.1% | -94.0% |
| YTD | -91.8% | +24.5% | -116.2% | -92.1% |
| 1Y | -97.6% | +20.5% | -118.0% | -97.4% |
| All | -97.2% | +15.8% | -113.0% | -96.8% |
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