+25.8%
IWM vs PLUG
-96.5%
+122.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.9% | +8.4% | +3.2% |
| 7D | +0.3% | -3.2% | +3.5% | +0.6% |
| 30D | +0.6% | -18.7% | +19.3% | +2.8% |
| 3M | -6.2% | -35.3% | +29.1% | -1.8% |
| 6M | -0.8% | -56.2% | +55.5% | +7.7% |
| YTD | +14.8% | -30.7% | +45.5% | +16.3% |
| 1Y | +16.1% | -46.7% | +62.8% | +20.8% |
| 3Y | +71.5% | -61.3% | +132.9% | +62.8% |
| 5Y | +25.8% | -96.6% | +122.4% | +74.3% |
| All | +25.8% | -96.5% | +122.2% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling