+1,075.9%
IJH vs PLUG
-99.5%
+1,175.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | -1.5% | +3.3% | -4.8% | -1.8% |
| 3M | +0.8% | -39.7% | +40.5% | +4.7% |
| 6M | +7.6% | -12.5% | +20.1% | +7.5% |
| YTD | +15.5% | +10.2% | +5.3% | +12.4% |
| 1Y | +16.9% | +50.7% | -33.8% | +9.0% |
| 3Y | +48.1% | -74.5% | +122.6% | +46.5% |
| 5Y | +47.8% | -91.8% | +139.6% | +54.9% |
| 10Y | +178.6% | +43.7% | +134.9% | +108.8% |
| All | +1,075.9% | -99.5% | +1,175.3% | +698.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling