-83.2%
IRE vs EVRG
+6.9%
-90.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -7.9% |
| 7D | +29.0% | +0.6% | +28.5% | +29.5% |
| 30D | +24.2% | -0.2% | +24.5% | +23.5% |
| 3M | -53.2% | -0.5% | -52.7% | -54.5% |
| 6M | -36.0% | +0.2% | -36.2% | -37.2% |
| YTD | -51.0% | +14.9% | -65.9% | -59.3% |
| All | -83.2% | +6.9% | -90.1% | -83.6% |
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