+886.2%
IVZ vs EVRG
+1,201.5%
-315.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -2.4% | +1.9% | -4.3% | -3.6% |
| 30D | -11.2% | +9.0% | -20.2% | -15.9% |
| 3M | -14.0% | +6.3% | -20.3% | -17.4% |
| 6M | +0.5% | +9.9% | -9.4% | -5.9% |
| YTD | +5.4% | +23.8% | -18.4% | -8.7% |
| 1Y | +19.5% | +19.9% | -0.4% | +5.3% |
| 3Y | +128.7% | +94.3% | +34.4% | +48.7% |
| 5Y | +28.8% | +64.6% | -35.9% | -8.5% |
| 10Y | +52.3% | +121.7% | -69.4% | -10.1% |
| All | +886.2% | +1,201.5% | -315.3% | +124.7% |
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 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