-98.0%
IRE vs EVRG
+16.8%
-114.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.6% | -15.0% | -13.4% |
| 7D | -31.8% | +1.4% | -33.3% | -30.0% |
| 30D | -71.8% | +7.4% | -79.1% | -67.4% |
| 3M | -88.9% | +7.2% | -96.1% | -87.3% |
| 6M | -95.4% | +9.5% | -104.8% | -94.6% |
| YTD | -94.2% | +25.6% | -119.8% | -94.4% |
| 1Y | -97.1% | +20.4% | -117.4% | -96.8% |
| All | -98.0% | +16.8% | -114.8% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling