+14.8%
IGV vs PLUG
-97.5%
+112.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.5% | +10.2% | +0.8% |
| 7D | +2.3% | -23.4% | +25.8% | +5.1% |
| 30D | -6.0% | -23.4% | +17.4% | -3.5% |
| 3M | -4.8% | -51.7% | +46.9% | +2.3% |
| 6M | +14.2% | -72.0% | +86.2% | +29.0% |
| YTD | -4.2% | -43.7% | +39.4% | -1.2% |
| 1Y | -5.3% | -55.4% | +50.2% | -0.1% |
| 3Y | +38.8% | -68.0% | +106.8% | +32.1% |
| All | +14.8% | -97.5% | +112.3% | +85.6% |
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