-3.0%
IEF vs PLUG
-58.9%
+55.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.5% | +10.3% | -0.1% |
| 7D | -2.0% | -23.4% | +21.5% | -1.8% |
| 30D | +0.7% | -23.4% | +24.2% | +0.9% |
| 3M | -2.5% | -51.7% | +49.3% | -2.1% |
| 6M | -2.6% | -72.0% | +69.4% | -2.2% |
| YTD | -3.2% | -43.7% | +40.5% | -2.9% |
| 1Y | -3.0% | -55.4% | +52.4% | -2.4% |
| All | -3.0% | -58.9% | +55.9% | -2.4% |
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