+362.3%
IGV vs PLUG
-2.2%
+364.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -1.3% | -6.8% | +5.6% | -0.6% |
| 30D | -8.1% | -16.0% | +7.9% | -6.5% |
| 3M | -1.6% | -38.7% | +37.1% | +3.2% |
| 6M | +12.7% | -61.4% | +74.1% | +23.1% |
| YTD | -3.3% | -31.0% | +27.7% | -2.1% |
| 1Y | -7.9% | -46.2% | +38.3% | -4.7% |
| 3Y | +40.3% | -61.5% | +101.8% | +32.9% |
| 5Y | +17.3% | -96.9% | +114.2% | +42.9% |
| 10Y | +362.3% | -7.5% | +369.8% | +283.9% |
| All | +362.3% | -2.2% | +364.4% | +283.9% |
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