-42.1%
PLUG vs IRM
+19.5%
-61.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +2.6% |
| 7D | +2.8% | +2.6% | +0.2% | +1.5% |
| 30D | -22.8% | +5.6% | -28.4% | -24.8% |
| 3M | -32.4% | -4.7% | -27.7% | -30.9% |
| 6M | -53.4% | -6.1% | -47.3% | -51.9% |
| YTD | -25.9% | +46.3% | -72.2% | -43.9% |
| 1Y | -42.1% | +18.7% | -60.8% | -44.8% |
| All | -42.1% | +19.5% | -61.5% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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