-91.9%
PLUG vs IAG
+764.1%
-856.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | +3.3% | +28.9% | -25.6% | -3.2% |
| 3M | -39.7% | +19.1% | -58.9% | -42.6% |
| 6M | -12.5% | -10.3% | -2.2% | -11.8% |
| YTD | +10.2% | +24.2% | -14.0% | +1.5% |
| 1Y | +50.7% | +116.5% | -65.8% | +21.1% |
| 3Y | -74.5% | +742.8% | -817.3% | -86.9% |
| All | -91.9% | +764.1% | -856.0% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling