+60.9%
IVZ vs EVRG
+114.7%
-53.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.8% |
| 7D | +1.1% | +0.9% | +0.2% | +0.5% |
| 30D | +3.1% | -0.5% | +3.6% | +3.3% |
| 3M | +18.2% | +1.5% | +16.7% | +16.5% |
| 6M | +38.6% | +1.2% | +37.5% | +36.2% |
| YTD | +25.9% | +16.3% | +9.6% | +12.1% |
| 1Y | +51.7% | +20.3% | +31.4% | +31.5% |
| 3Y | +138.7% | +72.3% | +66.3% | +59.0% |
| 5Y | +62.8% | +46.7% | +16.1% | +19.8% |
| 10Y | +60.9% | +113.8% | -52.9% | -1.8% |
| All | +60.9% | +114.7% | -53.8% | -1.8% |
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 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