+9,974.9%
IRM vs EVRG
+970.6%
+9,004.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | -4.2% | -0.5% | -3.6% | -4.0% |
| 3M | -5.4% | +1.5% | -6.9% | -6.0% |
| 6M | +12.0% | +1.2% | +10.9% | +11.3% |
| YTD | +42.0% | +16.3% | +25.7% | +33.8% |
| 1Y | +29.9% | +20.3% | +9.6% | +20.7% |
| 3Y | +104.4% | +72.3% | +32.0% | +65.4% |
| 5Y | +191.0% | +46.7% | +144.3% | +149.9% |
| 10Y | +417.1% | +113.8% | +303.3% | +286.1% |
| All | +9,974.9% | +970.6% | +9,004.3% | +5,659.1% |
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