+735.8%
IVV vs PLUG
-99.7%
+835.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.5% | +3.1% | -3.9% |
| 7D | -4.8% | -4.9% | +0.2% | -4.4% |
| 30D | -5.9% | -27.4% | +21.5% | -3.9% |
| 3M | -4.5% | -35.7% | +31.2% | -1.8% |
| 6M | +1.8% | -59.3% | +61.2% | +7.5% |
| YTD | +8.4% | -31.5% | +39.8% | +9.4% |
| 1Y | +9.4% | -48.9% | +58.3% | +12.3% |
| 3Y | +75.3% | -79.6% | +154.9% | +76.2% |
| 5Y | +67.8% | -96.5% | +164.3% | +84.6% |
| 10Y | +314.2% | -4.9% | +319.1% | +230.0% |
| All | +735.8% | -99.7% | +835.6% | +524.9% |
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