+73.3%
IWD vs EVRG
+44.9%
+28.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.1% |
| 7D | -1.2% | +0.6% | -1.7% | -1.4% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +7.0% | -0.5% | +7.5% | +7.0% |
| 6M | +17.0% | +0.2% | +16.8% | +16.5% |
| YTD | +21.6% | +14.9% | +6.7% | +14.8% |
| 1Y | +28.0% | +18.2% | +9.8% | +19.2% |
| 3Y | +70.6% | +70.2% | +0.4% | +36.4% |
| 5Y | +73.3% | +45.3% | +28.0% | +46.2% |
| All | +73.3% | +44.9% | +28.4% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling