+165.3%
IWM vs EVRG
+113.2%
+52.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -4.4% | 0.0% | -4.4% | -4.5% |
| 3M | +2.2% | -1.0% | +3.2% | +2.4% |
| 6M | +14.0% | +1.0% | +13.1% | +13.1% |
| YTD | +17.4% | +15.1% | +2.3% | +10.3% |
| 1Y | +22.9% | +17.6% | +5.4% | +14.4% |
| 3Y | +62.1% | +70.5% | -8.4% | +28.3% |
| 5Y | +38.2% | +48.9% | -10.7% | +14.6% |
| All | +165.3% | +113.2% | +52.0% | +94.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling