-99.1%
PLUG vs IRM
+3,494.1%
-3,593.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.6% | +1.2% |
| 7D | +14.5% | -3.8% | +18.3% | +17.0% |
| 30D | -10.7% | -3.2% | -7.5% | -9.0% |
| 3M | -31.2% | -7.8% | -23.4% | -28.2% |
| 6M | -51.9% | -12.7% | -39.2% | -48.5% |
| YTD | -23.9% | +36.7% | -60.6% | -36.9% |
| 1Y | -43.4% | +10.0% | -53.4% | -47.1% |
| 3Y | -74.7% | +107.2% | -181.9% | -83.3% |
| 5Y | -96.3% | +181.6% | -277.9% | -97.8% |
| 10Y | +20.0% | +481.1% | -461.1% | -54.0% |
| All | -99.1% | +3,494.1% | -3,593.2% | -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