+733.6%
IWM vs PLUG
-99.7%
+833.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.5% | +2.9% | -3.9% |
| 7D | -4.6% | -4.9% | +0.3% | -4.2% |
| 30D | -3.7% | -27.4% | +23.7% | -0.8% |
| 3M | -9.4% | -35.7% | +26.3% | -5.7% |
| 6M | -3.6% | -59.3% | +55.7% | +4.0% |
| YTD | +10.8% | -31.5% | +42.3% | +12.4% |
| 1Y | +11.9% | -48.9% | +60.7% | +16.2% |
| 3Y | +60.6% | -79.6% | +140.2% | +62.9% |
| 5Y | +19.2% | -96.5% | +115.7% | +37.3% |
| 10Y | +165.3% | -4.9% | +170.3% | +103.2% |
| All | +733.6% | -99.7% | +833.3% | +489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling