+13.4%
IJH vs PLUG
+46.9%
-33.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -1.9% | -3.2% | +1.4% | -1.7% |
| 30D | -4.6% | -8.3% | +3.7% | -4.3% |
| 3M | -1.2% | -25.8% | +24.6% | 0.0% |
| 6M | +9.4% | -5.8% | +15.2% | +8.8% |
| YTD | +13.3% | +6.6% | +6.7% | +11.8% |
| 1Y | +13.4% | +39.1% | -25.7% | +12.5% |
| All | +13.4% | +46.9% | -33.5% | +12.5% |
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