-41.4%
PLUG vs IAG
+52.4%
-93.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.3% | +1.8% |
| 7D | +14.5% | +24.0% | -9.5% | +7.7% |
| 30D | -10.7% | +5.5% | -16.2% | -12.3% |
| 3M | -31.2% | +8.3% | -39.5% | -32.9% |
| 6M | -51.9% | +6.1% | -58.0% | -53.6% |
| YTD | -23.9% | +20.3% | -44.2% | -30.6% |
| All | -41.4% | +52.4% | -93.8% | -52.0% |
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