-60.5%
PLUG vs IRM
+106.5%
-167.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.6% |
| 7D | -2.8% | -5.1% | +2.2% | +0.5% |
| 30D | -18.5% | -3.3% | -15.2% | -16.6% |
| 3M | -35.1% | -8.2% | -26.9% | -31.5% |
| 6M | -56.1% | -12.8% | -43.3% | -52.3% |
| YTD | -30.5% | +36.6% | -67.1% | -46.5% |
| 1Y | -46.5% | +11.9% | -58.4% | -52.1% |
| All | -60.5% | +106.5% | -167.1% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling