+201.7%
IWD vs EVRG
+124.6%
+77.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.3% | +1.4% | +0.9% | +1.7% |
| 30D | +3.6% | +7.4% | -3.8% | +0.5% |
| 3M | +2.2% | +7.2% | -5.1% | -0.9% |
| 6M | +13.0% | +9.5% | +3.5% | +8.4% |
| YTD | +26.5% | +25.6% | +0.9% | +14.2% |
| 1Y | +30.1% | +20.4% | +9.8% | +19.6% |
| 3Y | +84.9% | +108.8% | -24.0% | +32.5% |
| 5Y | +73.4% | +68.0% | +5.4% | +35.3% |
| All | +201.7% | +124.6% | +77.1% | +112.6% |
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