+41.1%
IJR vs PLUG
-91.6%
+132.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.9% | -1.1% |
| 7D | +0.9% | +8.1% | -7.2% | +0.2% |
| 30D | -3.1% | +3.7% | -6.8% | -3.6% |
| 3M | +4.4% | -29.2% | +33.6% | +7.4% |
| 6M | +16.1% | +6.1% | +10.0% | +13.8% |
| YTD | +20.6% | +14.7% | +5.9% | +16.2% |
| 1Y | +22.9% | +56.9% | -34.1% | +12.1% |
| 3Y | +55.2% | -71.6% | +126.8% | +56.6% |
| 5Y | +41.1% | -91.0% | +132.1% | +59.4% |
| All | +41.1% | -91.6% | +132.7% | +59.4% |
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