+188.6%
ITW vs PLUG
+48.6%
+140.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.2% | -1.5% |
| 7D | -1.9% | +3.8% | -5.7% | -2.1% |
| 30D | -10.4% | +2.8% | -13.2% | -10.6% |
| 3M | +3.5% | -25.4% | +29.0% | +5.1% |
| 6M | -3.4% | -0.5% | -2.9% | -4.3% |
| YTD | +8.5% | +10.2% | -1.6% | +6.1% |
| 1Y | +3.2% | +53.9% | -50.7% | -2.9% |
| 3Y | +18.9% | -72.7% | +91.6% | +17.6% |
| 5Y | +35.0% | -91.4% | +126.4% | +40.5% |
| 10Y | +188.6% | +58.4% | +130.2% | +126.6% |
| All | +188.6% | +48.6% | +140.0% | +126.6% |
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