+15.0%
IWM vs PLUG
-45.5%
+60.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.4% | -6.4% | +0.2% |
| 7D | -2.0% | +5.8% | -7.9% | -2.6% |
| 30D | -1.5% | -18.5% | +17.1% | +0.4% |
| 3M | -8.0% | -30.0% | +21.9% | -5.0% |
| 6M | -4.1% | -56.2% | +52.1% | +2.5% |
| YTD | +11.9% | -26.4% | +38.3% | +12.9% |
| 1Y | +15.0% | -42.2% | +57.3% | +18.6% |
| All | +15.0% | -45.5% | +60.5% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling