+101.8%
IRM vs EVRG
+71.7%
+30.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +3.0% | +0.6% | +2.5% | +2.7% |
| 30D | -5.2% | -0.2% | -5.0% | -5.1% |
| 3M | -8.0% | -0.5% | -7.6% | -8.1% |
| 6M | +9.2% | +0.2% | +9.0% | +8.5% |
| YTD | +41.0% | +14.9% | +26.1% | +30.1% |
| 1Y | +23.3% | +18.2% | +5.0% | +11.9% |
| All | +101.8% | +71.7% | +30.1% | +50.7% |
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