-76.8%
PLUG vs IRM
+90.1%
-166.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +6.8% |
| 7D | +5.8% | -8.6% | +14.4% | +12.3% |
| 30D | -18.5% | -8.0% | -10.6% | -14.0% |
| 3M | -30.0% | -12.0% | -18.0% | -24.1% |
| 6M | -56.2% | -18.2% | -38.0% | -50.4% |
| YTD | -26.4% | +31.4% | -57.8% | -41.4% |
| 1Y | -42.2% | +9.2% | -51.4% | -47.3% |
| 3Y | -76.8% | +94.6% | -171.4% | -92.3% |
| All | -76.8% | +90.1% | -166.9% | -92.3% |
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