+288.3%
IBKR vs PLUG
-72.9%
+361.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.6% |
| 7D | +1.3% | +3.8% | -2.5% | +1.1% |
| 30D | -0.3% | +2.8% | -3.2% | -0.5% |
| 3M | +4.7% | -25.4% | +30.1% | +5.7% |
| 6M | +34.0% | -0.5% | +34.5% | +33.5% |
| YTD | +40.8% | +10.2% | +30.7% | +39.5% |
| 1Y | +45.7% | +53.9% | -8.2% | +43.4% |
| All | +288.3% | -72.9% | +361.2% | +297.6% |
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