+49.0%
IVZ vs EVRG
+121.0%
-72.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -2.4% | +1.9% | -4.3% | -3.7% |
| 30D | -11.2% | +9.0% | -20.2% | -16.3% |
| 3M | -14.0% | +6.3% | -20.3% | -17.7% |
| 6M | +0.5% | +9.9% | -9.4% | -6.5% |
| YTD | +5.4% | +23.8% | -18.4% | -10.1% |
| 1Y | +19.5% | +19.9% | -0.4% | +3.9% |
| 3Y | +128.7% | +94.3% | +34.4% | +40.4% |
| 5Y | +28.8% | +64.6% | -35.9% | -12.6% |
| All | +49.0% | +121.0% | -72.0% | -9.5% |
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