+700.6%
IYR vs PLUG
-99.6%
+800.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -0.9% |
| 7D | -1.2% | -0.9% | -0.3% | -1.2% |
| 30D | -2.9% | +3.3% | -6.2% | -3.2% |
| 3M | +0.8% | -39.7% | +40.6% | +4.1% |
| 6M | +1.9% | -12.5% | +14.4% | +1.6% |
| YTD | +9.6% | +10.2% | -0.5% | +6.8% |
| 1Y | +8.1% | +50.7% | -42.6% | +1.2% |
| 3Y | +29.2% | -74.5% | +103.7% | +27.7% |
| 5Y | +4.3% | -91.8% | +96.1% | +8.2% |
| 10Y | +64.7% | +43.7% | +21.0% | +23.1% |
| All | +700.6% | -99.6% | +800.2% | +441.1% |
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