+990.2%
IBKR vs PLUG
+53.3%
+936.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | -1.3% | -3.2% | +1.9% | -1.1% |
| 30D | -0.2% | -8.3% | +8.1% | +0.5% |
| 3M | +3.0% | -25.8% | +28.7% | +5.2% |
| 6M | +33.9% | -5.8% | +39.7% | +33.3% |
| YTD | +42.5% | +6.6% | +35.9% | +39.7% |
| 1Y | +44.9% | +39.1% | +5.8% | +36.9% |
| 3Y | +293.0% | -73.7% | +366.7% | +291.9% |
| 5Y | +497.7% | -91.3% | +589.0% | +535.6% |
| All | +990.2% | +53.3% | +936.9% | +754.4% |
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