+196.2%
ITW vs PLUG
+9.6%
+186.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.7% | +9.1% | +1.0% |
| 7D | +0.5% | -2.8% | +3.3% | +0.6% |
| 30D | +9.1% | -18.5% | +27.5% | +10.2% |
| 3M | -1.6% | -35.1% | +33.5% | +0.8% |
| 6M | +14.5% | -56.1% | +70.6% | +19.4% |
| YTD | +19.2% | -30.5% | +49.6% | +19.5% |
| 1Y | +20.9% | -46.5% | +67.4% | +23.1% |
| 3Y | +33.1% | -61.2% | +94.3% | +28.1% |
| 5Y | +38.2% | -96.6% | +134.8% | +52.9% |
| 10Y | +196.2% | +1.5% | +194.7% | +142.6% |
| All | +196.2% | +9.6% | +186.6% | +142.6% |
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 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