+1,158.3%
IJR vs PLUG
-99.5%
+1,257.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | +0.1% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | -2.4% | +3.3% | -5.8% | -2.8% |
| 3M | +3.9% | -39.7% | +43.7% | +8.2% |
| 6M | +12.4% | -12.5% | +24.9% | +12.3% |
| YTD | +21.5% | +10.2% | +11.3% | +18.1% |
| 1Y | +24.0% | +50.7% | -26.7% | +15.1% |
| 3Y | +49.7% | -74.5% | +124.2% | +48.3% |
| 5Y | +39.7% | -91.8% | +131.5% | +46.8% |
| 10Y | +169.0% | +43.7% | +125.3% | +99.9% |
| All | +1,158.3% | -99.5% | +1,257.8% | +767.1% |
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 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