+86.0%
IYR vs PLUG
+25.0%
+61.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +1.3% |
| 7D | +2.3% | +14.5% | -12.2% | +1.3% |
| 30D | +7.4% | -10.7% | +18.1% | +8.0% |
| 3M | -0.7% | -31.2% | +30.5% | +1.4% |
| 6M | +1.6% | -51.9% | +53.6% | +5.6% |
| YTD | +11.6% | -23.9% | +35.4% | +11.3% |
| 1Y | +10.5% | -43.4% | +53.9% | +12.1% |
| 3Y | +43.4% | -74.7% | +118.1% | +42.0% |
| 5Y | +6.8% | -96.3% | +103.1% | +17.3% |
| 10Y | +86.0% | +20.0% | +66.0% | +57.4% |
| All | +86.0% | +25.0% | +61.0% | +57.4% |
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