-99.1%
PLUG vs IRM
+3,491.8%
-3,591.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.6% |
| 7D | -2.8% | -5.1% | +2.2% | -0.1% |
| 30D | -18.5% | -3.3% | -15.2% | -16.9% |
| 3M | -35.1% | -8.2% | -26.9% | -32.1% |
| 6M | -56.1% | -12.8% | -43.3% | -53.0% |
| YTD | -30.5% | +36.6% | -67.1% | -42.3% |
| 1Y | -46.5% | +11.9% | -58.4% | -50.5% |
| 3Y | -61.2% | +105.1% | -166.3% | -74.1% |
| 5Y | -96.6% | +182.4% | -279.0% | -98.0% |
| 10Y | +1.5% | +505.1% | -503.7% | -61.8% |
| All | -99.1% | +3,491.8% | -3,591.0% | -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