+724.9%
IWF vs EVRG
+1,617.9%
-893.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +1.5% | +0.9% | +0.6% | +1.2% |
| 30D | -1.3% | -0.5% | -0.7% | -1.1% |
| 3M | +0.1% | +1.5% | -1.4% | -0.6% |
| 6M | +10.3% | +1.2% | +9.1% | +9.3% |
| YTD | +4.2% | +16.3% | -12.2% | -2.0% |
| 1Y | +9.3% | +20.3% | -10.9% | +1.4% |
| 3Y | +79.3% | +72.3% | +7.0% | +43.8% |
| 5Y | +73.8% | +46.7% | +27.1% | +46.7% |
| 10Y | +410.9% | +113.8% | +297.1% | +260.2% |
| All | +724.9% | +1,617.9% | -893.0% | +190.4% |
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