+82.2%
IVV vs EVRG
+49.3%
+32.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +0.5% | +0.9% | -0.4% | +0.3% |
| 30D | -1.0% | -0.5% | -0.4% | -0.9% |
| 3M | +3.9% | +1.5% | +2.3% | +3.2% |
| 6M | +14.5% | +1.2% | +13.3% | +13.8% |
| YTD | +12.9% | +16.3% | -3.4% | +7.3% |
| 1Y | +19.4% | +20.3% | -0.9% | +12.0% |
| 3Y | +78.8% | +72.3% | +6.5% | +47.5% |
| 5Y | +82.2% | +46.7% | +35.5% | +58.2% |
| All | +82.2% | +49.3% | +32.9% | +58.2% |
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