-1.3%
IEF vs PLUG
+53.7%
-55.1%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.1% |
| 7D | +0.1% | +8.1% | -8.1% | +0.1% |
| 30D | -0.7% | +3.7% | -4.4% | -0.7% |
| 3M | -0.4% | -29.2% | +28.7% | -0.5% |
| 6M | -2.5% | +6.1% | -8.6% | -2.4% |
| YTD | -1.6% | +14.7% | -16.3% | -1.4% |
| 1Y | -1.3% | +56.9% | -58.3% | -1.2% |
| All | -1.3% | +53.7% | -55.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling