+145.4%
IEMG vs PLUG
+210.0%
-64.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +1.5% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | +4.6% | +3.3% | +1.3% | +4.4% |
| 3M | +0.4% | -39.7% | +40.1% | +2.8% |
| 6M | +16.4% | -12.5% | +28.9% | +16.6% |
| YTD | +25.4% | +10.2% | +15.3% | +23.7% |
| 1Y | +38.3% | +50.7% | -12.4% | +33.0% |
| 3Y | +84.1% | -74.5% | +158.6% | +83.4% |
| 5Y | +49.0% | -91.8% | +140.8% | +52.9% |
| 10Y | +141.8% | +43.7% | +98.1% | +122.4% |
| All | +145.4% | +210.0% | -64.6% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling