+25.0%
IWM vs PLUG
+53.7%
-28.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.8% |
| 7D | +1.4% | +8.1% | -6.7% | +0.8% |
| 30D | -2.3% | +3.7% | -6.0% | -2.6% |
| 3M | +4.0% | -29.2% | +33.1% | +6.3% |
| 6M | +17.9% | +6.1% | +11.8% | +16.3% |
| YTD | +20.2% | +14.7% | +5.5% | +17.4% |
| 1Y | +25.0% | +56.9% | -32.0% | +22.8% |
| All | +25.0% | +53.7% | -28.8% | +22.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling