+26.4%
IWM vs EVRG
+17.4%
+9.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | -1.3% | -1.0% | -0.2% | -1.2% |
| 3M | +1.6% | +0.4% | +1.2% | +1.4% |
| 6M | +13.6% | -0.8% | +14.4% | +13.5% |
| YTD | +20.8% | +15.3% | +5.4% | +17.7% |
| 1Y | +26.4% | +17.9% | +8.5% | +27.5% |
| All | +26.4% | +17.4% | +9.0% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling