+895.5%
ITOT vs EVRG
+943.8%
-48.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.5% | -1.2% | -0.2% | -0.9% |
| 3M | +3.6% | -0.6% | +4.2% | +3.6% |
| 6M | +13.7% | +2.4% | +11.3% | +11.7% |
| YTD | +12.9% | +15.5% | -2.5% | +4.4% |
| 1Y | +17.2% | +16.8% | +0.4% | +7.5% |
| 3Y | +75.6% | +75.0% | +0.6% | +29.4% |
| 5Y | +75.5% | +49.3% | +26.1% | +38.2% |
| 10Y | +302.0% | +113.5% | +188.5% | +143.3% |
| All | +895.5% | +943.8% | -48.3% | +131.9% |
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