+315.1%
IVV vs PLUG
+43.7%
+271.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +0.1% | +3.3% | -3.3% | -0.2% |
| 3M | +2.0% | -39.7% | +41.7% | +5.4% |
| 6M | +13.0% | -12.5% | +25.5% | +13.0% |
| YTD | +13.6% | +10.2% | +3.4% | +11.0% |
| 1Y | +20.1% | +50.7% | -30.6% | +12.8% |
| 3Y | +77.6% | -74.5% | +152.1% | +77.0% |
| 5Y | +82.5% | -91.8% | +174.3% | +92.6% |
| All | +315.1% | +43.7% | +271.4% | +238.4% |
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 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