+179.3%
IJH vs PLUG
+53.3%
+126.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -1.9% | -3.2% | +1.4% | -1.6% |
| 30D | -4.6% | -8.3% | +3.7% | -4.0% |
| 3M | -1.2% | -25.8% | +24.6% | +1.2% |
| 6M | +9.4% | -5.8% | +15.2% | +8.6% |
| YTD | +13.3% | +6.6% | +6.7% | +10.2% |
| 1Y | +13.4% | +39.1% | -25.7% | +5.4% |
| 3Y | +50.4% | -73.7% | +124.2% | +49.2% |
| 5Y | +49.0% | -91.3% | +140.3% | +58.7% |
| All | +179.3% | +53.3% | +126.0% | +123.1% |
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 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