+7.6%
IEF vs PLUG
+25.0%
-17.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.1% |
| 7D | +0.3% | +14.5% | -14.2% | +0.3% |
| 30D | +2.7% | -10.7% | +13.4% | +2.7% |
| 3M | -0.8% | -31.2% | +30.4% | -0.7% |
| 6M | -1.7% | -51.9% | +50.3% | -1.5% |
| YTD | -1.6% | -23.9% | +22.2% | -1.6% |
| 1Y | -1.6% | -43.4% | +41.8% | -1.5% |
| 3Y | +12.4% | -74.7% | +87.1% | +12.2% |
| 5Y | -7.6% | -96.3% | +88.7% | -8.1% |
| 10Y | +7.6% | +20.0% | -12.4% | +10.8% |
| All | +7.6% | +25.0% | -17.4% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling