+40.4%
ICE vs PLUG
-97.1%
+137.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.8% | +7.3% | -1.2% |
| 7D | +2.2% | -8.1% | +10.4% | +2.5% |
| 30D | +13.7% | -20.5% | +34.2% | +14.6% |
| 3M | +17.9% | -45.9% | +63.8% | +20.6% |
| 6M | +15.0% | -65.2% | +80.1% | +19.4% |
| YTD | +10.9% | -37.1% | +48.0% | +11.5% |
| 1Y | +17.0% | -54.6% | +71.6% | +19.1% |
| 3Y | +68.2% | -64.9% | +133.1% | +64.2% |
| 5Y | +40.4% | -97.1% | +137.5% | +66.6% |
| All | +40.4% | -97.1% | +137.6% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling