+36.3%
ITW vs PLUG
-91.6%
+127.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.7% | -0.8% |
| 7D | -0.4% | +8.1% | -8.6% | -0.9% |
| 30D | -9.4% | +3.7% | -13.1% | -9.7% |
| 3M | +7.1% | -29.2% | +36.3% | +8.9% |
| 6M | -1.9% | +6.1% | -8.0% | -3.1% |
| YTD | +10.4% | +14.7% | -4.3% | +7.9% |
| 1Y | +3.3% | +56.9% | -53.6% | -2.7% |
| 3Y | +21.0% | -71.6% | +92.6% | +21.5% |
| 5Y | +36.3% | -91.0% | +127.4% | +48.1% |
| All | +36.3% | -91.6% | +127.9% | +48.1% |
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