+699.9%
IYR vs EVRG
+1,465.8%
-765.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.5% |
| 7D | -0.4% | +0.9% | -1.3% | -0.9% |
| 30D | -2.5% | -0.5% | -2.0% | -2.3% |
| 3M | +1.5% | +1.5% | -0.1% | +0.6% |
| 6M | +3.9% | +1.2% | +2.7% | +3.0% |
| YTD | +9.5% | +16.3% | -6.8% | +0.7% |
| 1Y | +7.5% | +20.3% | -12.8% | -3.0% |
| 3Y | +30.8% | +72.3% | -41.5% | -3.0% |
| 5Y | +4.8% | +46.7% | -41.9% | -16.0% |
| 10Y | +64.3% | +113.8% | -49.5% | +4.8% |
| All | +699.9% | +1,465.8% | -765.9% | +147.7% |
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