-45.6%
IT vs EVRG
+45.7%
-91.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -12.7% | -0.7% | -12.0% | -12.5% |
| 30D | -8.9% | 0.0% | -8.9% | -9.0% |
| 3M | +10.1% | -1.0% | +11.1% | +10.5% |
| 6M | +7.3% | +1.0% | +6.3% | +6.7% |
| YTD | -32.4% | +15.1% | -47.5% | -35.7% |
| 1Y | -26.6% | +17.6% | -44.2% | -31.0% |
| 3Y | -51.8% | +70.5% | -122.3% | -60.4% |
| 5Y | -45.6% | +48.9% | -94.5% | -52.8% |
| All | -45.6% | +45.7% | -91.3% | -52.8% |
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