+11.2%
IGV vs PLUG
-96.4%
+107.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.4% | -7.5% | -0.9% |
| 7D | -5.2% | +5.8% | -11.0% | -5.8% |
| 30D | -10.0% | -18.5% | +8.6% | -8.1% |
| 3M | -0.5% | -30.0% | +29.4% | +2.9% |
| 6M | +12.6% | -56.2% | +68.8% | +21.3% |
| YTD | -6.4% | -26.4% | +20.0% | -6.0% |
| 1Y | -9.5% | -42.2% | +32.7% | -7.1% |
| 3Y | +41.7% | -76.8% | +118.5% | +44.4% |
| All | +11.2% | -96.4% | +107.6% | +69.9% |
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 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