+180.8%
IRM vs EVRG
+66.7%
+114.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +6.8% | +1.4% | +5.4% | +5.9% |
| 30D | +2.6% | +7.4% | -4.8% | -1.7% |
| 3M | -9.5% | +7.2% | -16.7% | -13.2% |
| 6M | -8.5% | +9.5% | -18.0% | -13.7% |
| YTD | +40.3% | +25.6% | +14.7% | +21.4% |
| 1Y | +28.7% | +20.3% | +8.3% | +14.3% |
| 3Y | +111.8% | +108.8% | +3.0% | +32.9% |
| All | +180.8% | +66.7% | +114.1% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling