+16.1%
IJH vs PLUG
-58.9%
+75.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.5% | +10.4% | +0.6% |
| 7D | +2.3% | -23.4% | +25.7% | +4.0% |
| 30D | +2.1% | -23.4% | +25.5% | +3.7% |
| 3M | -5.7% | -51.7% | +46.1% | -1.7% |
| 6M | +1.4% | -72.0% | +73.4% | +8.0% |
| YTD | +12.6% | -43.7% | +56.3% | +14.5% |
| 1Y | +16.1% | -55.4% | +71.5% | +19.9% |
| All | +16.1% | -58.9% | +75.0% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling