+91.9%
IREN vs EVRG
+53.4%
+38.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.2% | +4.8% |
| 7D | +27.5% | +0.9% | +26.6% | +27.2% |
| 30D | +13.8% | -0.5% | +14.4% | +14.0% |
| 3M | -20.7% | +1.5% | -22.2% | -21.5% |
| 6M | +27.9% | +1.2% | +26.7% | +26.2% |
| YTD | +24.3% | +16.3% | +7.9% | +16.0% |
| 1Y | +79.2% | +20.3% | +58.9% | +66.1% |
| 3Y | +904.9% | +72.3% | +832.6% | +702.7% |
| All | +91.9% | +53.4% | +38.6% | +55.2% |
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