-21.3%
IT vs EVRG
+17.4%
-38.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.7% |
| 7D | -6.0% | +1.1% | -7.1% | -5.8% |
| 30D | 0.0% | -1.0% | +1.0% | -0.2% |
| 3M | +13.1% | +0.4% | +12.7% | +14.2% |
| 6M | +11.7% | -0.8% | +12.5% | +12.5% |
| YTD | -26.1% | +15.3% | -41.4% | -21.2% |
| 1Y | -21.3% | +17.9% | -39.1% | -14.3% |
| All | -21.3% | +17.4% | -38.7% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling