+49.3%
IJH vs PLUG
-73.7%
+122.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.8% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -5.0% | -5.0% | -0.1% | -4.8% |
| 3M | +0.5% | -26.2% | +26.8% | +2.0% |
| 6M | +8.2% | -0.5% | +8.7% | +7.4% |
| YTD | +12.4% | +7.1% | +5.3% | +10.6% |
| 1Y | +14.4% | +46.5% | -32.2% | +9.4% |
| All | +49.3% | -73.7% | +122.9% | +52.3% |
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