+161.6%
IWM vs PLUG
+6.6%
+155.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.4% | -6.4% | +0.2% |
| 7D | -2.0% | +5.8% | -7.9% | -2.7% |
| 30D | -1.5% | -18.5% | +17.1% | +0.7% |
| 3M | -8.0% | -30.0% | +21.9% | -4.6% |
| 6M | -4.1% | -56.2% | +52.1% | +4.0% |
| YTD | +11.9% | -26.4% | +38.3% | +12.7% |
| 1Y | +15.0% | -42.2% | +57.3% | +18.6% |
| 3Y | +64.2% | -76.8% | +141.0% | +64.9% |
| 5Y | +20.4% | -96.2% | +116.6% | +43.8% |
| All | +161.6% | +6.6% | +155.0% | +119.9% |
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