+264.8%
ICE vs PLUG
-2.2%
+266.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | +3.2% | -6.8% | +10.1% | +3.5% |
| 30D | +14.7% | -16.0% | +30.8% | +15.5% |
| 3M | +19.8% | -38.7% | +58.5% | +22.3% |
| 6M | +15.2% | -61.4% | +76.6% | +19.8% |
| YTD | +12.7% | -31.0% | +43.6% | +13.0% |
| 1Y | +20.4% | -46.2% | +66.6% | +22.0% |
| 3Y | +70.8% | -61.5% | +132.2% | +66.0% |
| 5Y | +43.9% | -96.9% | +140.8% | +57.8% |
| 10Y | +264.8% | -7.5% | +272.3% | +224.2% |
| All | +264.8% | -2.2% | +266.9% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling