+1,104.4%
IVZ vs EVRG
+1,112.3%
-7.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | +4.0% | -1.0% | +5.0% | +4.5% |
| 3M | +18.2% | +0.4% | +17.8% | +17.4% |
| 6M | +32.8% | -0.8% | +33.7% | +32.4% |
| YTD | +28.7% | +15.3% | +13.4% | +16.7% |
| 1Y | +55.4% | +17.9% | +37.5% | +38.5% |
| 3Y | +135.2% | +71.9% | +63.3% | +64.9% |
| 5Y | +64.2% | +45.3% | +18.9% | +26.2% |
| 10Y | +64.6% | +113.1% | -48.4% | -0.1% |
| All | +1,104.4% | +1,112.3% | -7.9% | +187.3% |
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