+63.0%
IJR vs PLUG
-59.4%
+122.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -0.4% | -6.8% | +6.4% | 0.0% |
| 30D | +3.5% | -16.0% | +19.6% | +4.6% |
| 3M | -3.8% | -38.7% | +35.0% | -0.8% |
| 6M | +4.3% | -61.4% | +65.7% | +10.2% |
| YTD | +19.4% | -31.0% | +50.4% | +20.2% |
| 1Y | +20.5% | -46.2% | +66.8% | +23.1% |
| All | +63.0% | -59.4% | +122.4% | +60.1% |
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