-99.1%
PLUG vs IRM
+3,353.7%
-3,452.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +6.9% |
| 7D | +5.8% | -8.6% | +14.4% | +11.2% |
| 30D | -18.5% | -8.0% | -10.6% | -14.7% |
| 3M | -30.0% | -12.0% | -18.0% | -25.0% |
| 6M | -56.2% | -18.2% | -38.0% | -51.4% |
| YTD | -26.4% | +31.4% | -57.8% | -37.7% |
| 1Y | -42.2% | +9.2% | -51.4% | -45.8% |
| 3Y | -76.8% | +94.6% | -171.4% | -84.2% |
| 5Y | -96.2% | +170.2% | -266.4% | -97.7% |
| 10Y | +2.1% | +464.3% | -462.2% | -60.3% |
| All | -99.1% | +3,353.7% | -3,452.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling