-8.0%
IEF vs PLUG
-91.8%
+83.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -0.8% | +3.3% | -4.1% | -0.8% |
| 3M | -1.0% | -39.7% | +38.8% | -0.6% |
| 6M | -2.8% | -12.5% | +9.7% | -2.8% |
| YTD | -1.5% | +10.2% | -11.6% | -1.8% |
| 1Y | -0.4% | +50.7% | -51.1% | -1.4% |
| 3Y | +9.7% | -74.5% | +84.2% | +9.7% |
| All | -8.0% | -91.8% | +83.9% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling