+75.0%
IWF vs EVRG
+72.0%
+3.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -1.7% | -0.7% | -1.0% | -1.7% |
| 30D | -1.8% | 0.0% | -1.9% | -1.8% |
| 3M | +1.5% | -1.0% | +2.4% | +1.4% |
| 6M | +7.7% | +1.0% | +6.7% | +7.6% |
| YTD | +2.7% | +15.1% | -12.4% | +1.8% |
| 1Y | +6.8% | +17.6% | -10.8% | +5.6% |
| All | +75.0% | +72.0% | +3.0% | +68.9% |
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