+148.2%
IEFA vs PLUG
-2.5%
+150.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | -1.1% | -7.2% | +6.1% | -0.6% |
| 30D | +1.3% | -16.4% | +17.7% | +2.3% |
| 3M | -3.2% | -39.0% | +35.8% | -0.3% |
| 6M | +2.0% | -61.5% | +63.5% | +7.6% |
| YTD | +10.7% | -31.2% | +41.9% | +11.5% |
| 1Y | +13.0% | -46.4% | +59.4% | +15.4% |
| 3Y | +67.1% | -61.6% | +128.7% | +62.5% |
| 5Y | +49.4% | -96.9% | +146.3% | +66.2% |
| 10Y | +148.2% | -7.8% | +156.0% | +115.2% |
| All | +148.2% | -2.5% | +150.7% | +115.2% |
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 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