+1.1%
PLUG vs IRM
+481.3%
-480.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.1% | -8.9% | -9.0% |
| 7D | -3.2% | -5.1% | +1.9% | 0.0% |
| 30D | -18.7% | -3.3% | -15.5% | -16.9% |
| 3M | -35.3% | -8.2% | -27.1% | -31.8% |
| 6M | -56.2% | -12.8% | -43.5% | -52.6% |
| YTD | -30.7% | +36.6% | -67.3% | -44.9% |
| 1Y | -46.7% | +11.9% | -58.6% | -51.6% |
| 3Y | -61.3% | +105.1% | -166.4% | -76.5% |
| 5Y | -96.6% | +182.4% | -279.0% | -98.2% |
| 10Y | +1.1% | +505.1% | -504.0% | -63.2% |
| All | +1.1% | +481.3% | -480.2% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling