+152.5%
IVZ vs EVRG
+104.1%
+48.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +7.6% | +1.4% | +6.2% | +7.2% |
| 30D | +4.3% | +7.4% | -3.1% | +2.1% |
| 3M | -9.3% | +7.2% | -16.6% | -11.3% |
| 6M | +5.2% | +9.5% | -4.2% | +1.9% |
| YTD | +13.4% | +25.6% | -12.1% | +2.7% |
| 1Y | +25.4% | +20.4% | +5.0% | +15.8% |
| 3Y | +152.5% | +108.8% | +43.7% | +72.7% |
| All | +152.5% | +104.1% | +48.4% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling