+100.0%
IT vs EVRG
+113.9%
-13.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +4.9% | +5.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +0.1% | -1.2% | +1.3% | +0.5% |
| 3M | +20.7% | -0.6% | +21.3% | +21.0% |
| 6M | +12.0% | +2.4% | +9.5% | +10.5% |
| YTD | -28.8% | +15.5% | -44.3% | -33.4% |
| 1Y | -25.5% | +16.8% | -42.3% | -30.8% |
| 3Y | -48.8% | +75.0% | -123.8% | -60.3% |
| 5Y | -42.7% | +49.3% | -92.1% | -52.8% |
| All | +100.0% | +113.9% | -13.9% | +46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling