+353.8%
IBKR vs PLUG
-97.5%
+451.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.5% | +11.0% | +1.4% |
| 7D | +7.9% | -23.4% | +31.3% | +10.0% |
| 30D | -2.8% | -23.4% | +20.7% | -0.9% |
| 3M | -10.5% | -51.7% | +41.3% | -5.7% |
| 6M | -3.7% | -72.0% | +68.2% | +4.7% |
| YTD | +27.6% | -43.7% | +71.2% | +31.3% |
| 1Y | +22.5% | -55.4% | +77.9% | +27.7% |
| 3Y | +307.2% | -68.0% | +375.2% | +299.6% |
| All | +353.8% | -97.5% | +451.3% | +475.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling