+167.5%
IWM vs PLUG
+43.7%
+123.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | -1.3% | +3.3% | -4.6% | -1.7% |
| 3M | +1.6% | -39.7% | +41.3% | +7.0% |
| 6M | +13.6% | -12.5% | +26.1% | +13.6% |
| YTD | +20.8% | +10.2% | +10.6% | +16.5% |
| 1Y | +26.4% | +50.7% | -24.3% | +14.9% |
| 3Y | +60.7% | -74.5% | +135.2% | +60.4% |
| 5Y | +38.2% | -91.8% | +130.0% | +51.0% |
| All | +167.5% | +43.7% | +123.8% | +112.9% |
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