+64.1%
IWM vs PLUG
-74.3%
+138.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | +0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | -1.3% | +3.3% | -4.6% | -1.6% |
| 3M | +1.6% | -39.7% | +41.3% | +5.2% |
| 6M | +13.6% | -12.5% | +26.1% | +13.6% |
| YTD | +20.8% | +10.2% | +10.6% | +18.0% |
| 1Y | +26.4% | +50.7% | -24.3% | +19.0% |
| All | +64.1% | -74.3% | +138.4% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling