+2,489.8%
ICE vs PLUG
-97.3%
+2,587.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.4% | -8.4% | -1.6% |
| 7D | +2.0% | +5.8% | -3.8% | +1.5% |
| 30D | +12.9% | -18.5% | +31.4% | +14.5% |
| 3M | +15.4% | -30.0% | +45.4% | +18.1% |
| 6M | +13.1% | -56.2% | +69.3% | +19.2% |
| YTD | +7.5% | -26.4% | +33.9% | +7.5% |
| 1Y | +18.3% | -42.2% | +60.6% | +20.3% |
| 3Y | +65.9% | -76.8% | +142.7% | +64.1% |
| 5Y | +35.2% | -96.2% | +131.4% | +49.7% |
| 10Y | +266.7% | +2.1% | +264.6% | +158.6% |
| All | +2,489.8% | -97.3% | +2,587.1% | +1,604.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling