+137.9%
IEMG vs PLUG
+54.0%
+83.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.8% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +2.1% | -5.0% | +7.1% | +2.5% |
| 3M | +4.6% | -26.2% | +30.8% | +6.8% |
| 6M | +14.0% | -0.5% | +14.5% | +13.3% |
| YTD | +22.3% | +7.1% | +15.2% | +20.0% |
| 1Y | +30.7% | +46.5% | -15.8% | +23.2% |
| 3Y | +83.2% | -73.5% | +156.7% | +82.4% |
| 5Y | +47.0% | -91.3% | +138.2% | +54.2% |
| All | +137.9% | +54.0% | +83.9% | +99.0% |
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