-42.1%
PLUG vs IAG
+56.5%
-98.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.2% | -6.7% | +0.7% |
| 7D | +2.8% | +1.1% | +1.7% | +2.3% |
| 30D | -22.8% | -5.3% | -17.5% | -21.8% |
| 3M | -32.4% | +18.0% | -50.4% | -35.5% |
| 6M | -53.4% | +7.1% | -60.5% | -54.6% |
| YTD | -25.9% | +5.9% | -31.8% | -30.7% |
| 1Y | -42.1% | +59.4% | -101.5% | -56.3% |
| All | -42.1% | +56.5% | -98.6% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling