+4.7%
IYR vs EVRG
+17.7%
-13.0%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -2.7% | -1.2% | -1.4% | -2.2% |
| 3M | -2.1% | -0.6% | -1.5% | -1.9% |
| 6M | +3.6% | +2.4% | +1.2% | +2.7% |
| YTD | +8.1% | +15.5% | -7.3% | +2.7% |
| 1Y | +4.7% | +16.8% | -12.1% | +0.4% |
| All | +4.7% | +17.7% | -13.0% | +0.4% |
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 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