+973.2%
IGV vs PLUG
-98.8%
+1,071.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.1% | -2.5% |
| 7D | -4.5% | -0.9% | -3.6% | -4.4% |
| 30D | +3.2% | +3.3% | -0.1% | +2.8% |
| 3M | +4.5% | -39.7% | +44.2% | +9.1% |
| 6M | +22.1% | -12.5% | +34.6% | +22.0% |
| YTD | -1.0% | +10.2% | -11.2% | -3.9% |
| 1Y | -2.1% | +50.7% | -52.8% | -9.4% |
| 3Y | +44.6% | -74.5% | +119.1% | +42.7% |
| 5Y | +22.2% | -91.8% | +113.9% | +29.7% |
| 10Y | +364.7% | +43.7% | +321.0% | +245.0% |
| All | +973.2% | -98.8% | +1,071.9% | +671.0% |
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