+52.8%
PLUG vs IRM
+409.6%
-356.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +1.8% |
| 7D | -0.9% | -0.5% | -0.5% | -0.6% |
| 30D | +3.3% | -8.1% | +11.4% | +8.7% |
| 3M | -39.7% | -9.7% | -30.1% | -36.2% |
| 6M | -12.5% | +10.0% | -22.5% | -18.6% |
| YTD | +10.2% | +43.0% | -32.8% | -14.4% |
| 1Y | +50.7% | +32.7% | +18.0% | +24.4% |
| 3Y | -74.5% | +102.7% | -177.2% | -84.2% |
| 5Y | -91.8% | +187.6% | -279.3% | -95.7% |
| All | +52.8% | +409.6% | -356.8% | -34.0% |
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