+68.8%
IEFA vs PLUG
-72.4%
+141.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.8% |
| 7D | +1.2% | +8.1% | -7.0% | +0.8% |
| 30D | -0.6% | +3.7% | -4.3% | -0.8% |
| 3M | +6.2% | -29.2% | +35.4% | +7.5% |
| 6M | +11.2% | +6.1% | +5.1% | +10.3% |
| YTD | +14.2% | +14.7% | -0.6% | +12.6% |
| 1Y | +20.0% | +56.9% | -36.9% | +15.9% |
| 3Y | +68.8% | -71.6% | +140.4% | +72.1% |
| All | +68.8% | -72.4% | +141.2% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling