+1,206.3%
ITW vs PLUG
-98.6%
+1,304.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.7% |
| 7D | -3.6% | -0.9% | -2.6% | -3.5% |
| 30D | -9.1% | +3.3% | -12.5% | -9.4% |
| 3M | +8.2% | -39.7% | +47.9% | +11.4% |
| 6M | -4.8% | -12.5% | +7.7% | -4.9% |
| YTD | +11.0% | +10.2% | +0.9% | +8.6% |
| 1Y | +4.2% | +50.7% | -46.4% | -1.6% |
| 3Y | +17.3% | -74.5% | +91.8% | +15.9% |
| 5Y | +33.0% | -91.8% | +124.8% | +37.0% |
| 10Y | +182.3% | +43.7% | +138.6% | +118.7% |
| All | +1,206.3% | -98.6% | +1,304.9% | +784.4% |
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