-96.8%
PLUG vs IRM
+183.4%
-280.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -2.0% |
| 7D | -6.8% | -5.3% | -1.6% | -2.7% |
| 30D | -16.0% | -2.3% | -13.7% | -14.5% |
| 3M | -38.7% | -7.4% | -31.3% | -35.0% |
| 6M | -61.4% | -12.2% | -49.1% | -57.5% |
| YTD | -31.0% | +38.6% | -69.6% | -51.4% |
| 1Y | -46.2% | +14.9% | -61.1% | -54.8% |
| 3Y | -61.5% | +108.2% | -169.6% | -84.6% |
| All | -96.8% | +183.4% | -280.3% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling