+7.5%
IYR vs PLUG
+53.7%
-46.3%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.1% |
| 7D | -0.4% | +8.1% | -8.5% | -0.4% |
| 30D | -2.5% | +3.7% | -6.2% | -2.5% |
| 3M | +1.5% | -29.2% | +30.6% | +1.8% |
| 6M | +3.9% | +6.1% | -2.2% | +3.2% |
| YTD | +9.5% | +14.7% | -5.2% | +8.6% |
| 1Y | +7.5% | +56.9% | -49.5% | +6.4% |
| All | +7.5% | +53.7% | -46.3% | +6.4% |
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 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