+144.3%
IWM vs PLUG
-16.2%
+160.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.8% | +7.2% | -0.6% |
| 7D | +2.8% | -8.1% | +10.9% | +3.6% |
| 30D | +0.6% | -20.5% | +21.1% | +3.1% |
| 3M | -7.8% | -45.9% | +38.1% | -1.6% |
| 6M | -1.0% | -65.2% | +64.2% | +10.2% |
| YTD | +13.9% | -37.1% | +50.9% | +16.7% |
| 1Y | +15.4% | -54.6% | +70.0% | +22.2% |
| 3Y | +70.2% | -64.9% | +135.1% | +64.0% |
| 5Y | +23.7% | -97.1% | +120.8% | +52.2% |
| All | +144.3% | -16.2% | +160.6% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling