+22.6%
IEFA vs PLUG
+45.6%
-23.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | 0.0% |
| 7D | +0.6% | -0.9% | +1.5% | +0.6% |
| 30D | +1.0% | +3.3% | -2.3% | +0.9% |
| 3M | +4.7% | -39.7% | +44.4% | +6.4% |
| 6M | +8.6% | -12.5% | +21.1% | +8.5% |
| YTD | +14.8% | +10.2% | +4.7% | +13.9% |
| 1Y | +22.6% | +50.7% | -28.1% | +21.8% |
| All | +22.6% | +45.6% | -23.0% | +21.8% |
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 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