-25.7%
IREN vs EVRG
+65.6%
-91.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.8% |
| 7D | -16.0% | +1.4% | -17.5% | -16.3% |
| 30D | -40.5% | +7.4% | -47.9% | -41.6% |
| 3M | -59.4% | +7.2% | -66.6% | -60.1% |
| 6M | -67.1% | +9.5% | -76.5% | -68.1% |
| YTD | -51.9% | +25.6% | -77.5% | -56.0% |
| 1Y | -62.7% | +20.4% | -83.0% | -65.2% |
| 3Y | +507.7% | +108.8% | +398.9% | +349.3% |
| All | -25.7% | +65.6% | -91.3% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling