+941.3%
IGV vs PLUG
-99.1%
+1,040.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +2.3% |
| 7D | -0.4% | +14.5% | -14.9% | -1.7% |
| 30D | -9.9% | -10.7% | +0.8% | -9.1% |
| 3M | -1.2% | -31.2% | +30.0% | +2.0% |
| 6M | +11.3% | -51.9% | +63.3% | +17.9% |
| YTD | -4.0% | -23.9% | +19.9% | -3.7% |
| 1Y | -7.3% | -43.4% | +36.1% | -4.8% |
| 3Y | +42.8% | -74.7% | +117.5% | +41.0% |
| 5Y | +13.7% | -96.3% | +110.0% | +29.8% |
| 10Y | +354.8% | +20.0% | +334.8% | +243.9% |
| All | +941.3% | -99.1% | +1,040.4% | +672.2% |
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