+2,316.3%
ICE vs PLUG
-96.0%
+2,412.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.9% | -2.2% |
| 7D | -0.7% | -0.9% | +0.3% | -0.6% |
| 30D | +7.6% | +3.3% | +4.3% | +7.2% |
| 3M | +13.9% | -39.7% | +53.7% | +17.9% |
| 6M | -2.4% | -12.5% | +10.1% | -2.6% |
| YTD | +0.3% | +10.2% | -9.9% | -2.5% |
| 1Y | -6.4% | +50.7% | -57.1% | -12.8% |
| 3Y | +43.1% | -74.5% | +117.6% | +40.9% |
| 5Y | +42.1% | -91.8% | +133.9% | +47.5% |
| 10Y | +220.9% | +43.7% | +177.2% | +120.8% |
| All | +2,316.3% | -96.0% | +2,412.3% | +1,446.6% |
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 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