+13.9%
IEMG vs PLUG
-44.1%
+58.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.5% |
| 7D | -3.1% | +2.8% | -5.9% | -3.4% |
| 30D | -10.3% | -22.8% | +12.4% | -8.1% |
| 3M | -6.6% | -32.4% | +25.8% | -3.1% |
| 6M | -3.9% | -53.4% | +49.5% | +2.3% |
| YTD | +12.4% | -25.9% | +38.3% | +17.4% |
| 1Y | +13.9% | -42.1% | +56.0% | +19.7% |
| All | +13.9% | -44.1% | +58.0% | +19.7% |
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