-97.4%
IRE vs EVRG
+19.8%
-117.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -1.6% |
| 7D | -15.5% | +1.7% | -17.2% | -11.3% |
| 30D | -70.4% | +8.7% | -79.1% | -65.5% |
| 3M | -81.6% | +6.4% | -88.0% | -79.3% |
| 6M | -94.7% | +9.4% | -104.1% | -93.9% |
| YTD | -91.8% | +24.5% | -116.2% | -92.3% |
| All | -97.4% | +19.8% | -117.2% | -97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling