+423.6%
IRM vs EVRG
+113.2%
+310.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.4% |
| 30D | -7.8% | 0.0% | -7.8% | -7.8% |
| 3M | -7.9% | -1.0% | -6.9% | -7.6% |
| 6M | +6.3% | +1.0% | +5.4% | +5.3% |
| YTD | +38.2% | +15.1% | +23.1% | +26.9% |
| 1Y | +19.8% | +17.6% | +2.2% | +8.6% |
| 3Y | +98.8% | +70.5% | +28.3% | +45.1% |
| 5Y | +191.8% | +48.9% | +142.9% | +129.1% |
| All | +423.6% | +113.2% | +310.3% | +220.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling