+52.7%
IEFA vs PLUG
-91.6%
+144.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.8% |
| 7D | +1.2% | +8.1% | -7.0% | +0.7% |
| 30D | -0.6% | +3.7% | -4.3% | -0.9% |
| 3M | +6.2% | -29.2% | +35.4% | +8.2% |
| 6M | +11.2% | +6.1% | +5.1% | +9.8% |
| YTD | +14.2% | +14.7% | -0.6% | +11.6% |
| 1Y | +20.0% | +56.9% | -36.9% | +13.2% |
| 3Y | +68.8% | -71.6% | +140.4% | +70.5% |
| 5Y | +52.7% | -91.0% | +143.7% | +64.8% |
| All | +52.7% | -91.6% | +144.2% | +64.8% |
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 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