+47.8%
IJH vs PLUG
-91.4%
+139.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.7% |
| 7D | -0.7% | +3.8% | -4.6% | -1.1% |
| 30D | -3.8% | +2.8% | -6.7% | -4.2% |
| 3M | 0.0% | -25.4% | +25.5% | +2.3% |
| 6M | +8.8% | -0.5% | +9.2% | +7.4% |
| YTD | +13.5% | +10.2% | +3.4% | +10.1% |
| 1Y | +15.4% | +53.9% | -38.5% | +6.1% |
| 3Y | +50.9% | -72.7% | +123.7% | +53.3% |
| 5Y | +47.8% | -91.4% | +139.2% | +69.6% |
| All | +47.8% | -91.4% | +139.2% | +69.6% |
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