+111.8%
IRM vs EVRG
+104.1%
+7.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +6.8% | +1.4% | +5.4% | +6.1% |
| 30D | +2.6% | +7.4% | -4.8% | -1.1% |
| 3M | -9.5% | +7.2% | -16.7% | -12.7% |
| 6M | -8.5% | +9.5% | -18.0% | -13.0% |
| YTD | +40.3% | +25.6% | +14.7% | +23.4% |
| 1Y | +28.7% | +20.3% | +8.3% | +16.0% |
| 3Y | +111.8% | +108.8% | +3.0% | +47.7% |
| All | +111.8% | +104.1% | +7.7% | +47.7% |
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