-82.0%
IRE vs EVRG
+8.2%
-90.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.9% | +9.4% | +11.0% |
| 7D | +58.9% | +0.9% | +58.0% | +60.1% |
| 30D | +17.2% | -0.5% | +17.7% | +15.3% |
| 3M | -58.6% | +1.5% | -60.1% | -59.2% |
| 6M | -23.5% | +1.2% | -24.6% | -23.8% |
| YTD | -47.4% | +16.3% | -63.8% | -55.8% |
| All | -82.0% | +8.2% | -90.2% | -82.1% |
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