+88.0%
IEMG vs PLUG
-72.4%
+160.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.1% | -0.2% |
| 7D | +2.8% | +8.1% | -5.3% | +2.3% |
| 30D | +4.6% | +3.7% | +1.0% | +4.4% |
| 3M | +5.5% | -29.2% | +34.7% | +7.3% |
| 6M | +19.7% | +6.1% | +13.6% | +18.9% |
| YTD | +25.5% | +14.7% | +10.8% | +23.7% |
| 1Y | +35.5% | +56.9% | -21.4% | +30.0% |
| 3Y | +88.0% | -71.6% | +159.6% | +88.0% |
| All | +88.0% | -72.4% | +160.4% | +88.0% |
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 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