+118.4%
IEMG vs PLUG
+77.1%
+41.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.8% | +7.5% | -0.9% |
| 7D | +5.3% | -8.1% | +13.4% | +5.7% |
| 30D | -7.2% | -20.5% | +13.3% | -6.2% |
| 3M | -8.1% | -45.9% | +37.7% | -5.3% |
| 6M | -6.7% | -65.2% | +58.5% | -2.0% |
| YTD | +11.6% | -37.1% | +48.7% | +13.2% |
| 1Y | +11.4% | -54.6% | +66.0% | +14.6% |
| 3Y | +69.3% | -64.9% | +134.2% | +67.5% |
| 5Y | +34.9% | -97.1% | +132.0% | +45.1% |
| 10Y | +132.1% | -15.6% | +147.7% | +119.4% |
| All | +118.4% | +77.1% | +41.3% | +110.5% |
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