+69.2%
IEMG vs PLUG
-63.0%
+132.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.8% | +7.5% | -0.8% |
| 7D | +5.3% | -8.1% | +13.4% | +5.8% |
| 30D | -7.2% | -20.5% | +13.3% | -5.9% |
| 3M | -8.1% | -45.9% | +37.7% | -4.7% |
| 6M | -6.7% | -65.2% | +58.5% | -1.1% |
| YTD | +11.6% | -37.1% | +48.7% | +14.0% |
| 1Y | +11.4% | -54.6% | +66.0% | +15.5% |
| All | +69.2% | -63.0% | +132.2% | +69.1% |
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