-95.6%
PLUG vs IAG
+377.5%
-473.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | +3.3% | +28.9% | -25.6% | -0.9% |
| 3M | -39.7% | +19.1% | -58.9% | -41.6% |
| 6M | -12.5% | -10.3% | -2.2% | -12.0% |
| YTD | +10.2% | +24.2% | -14.0% | +4.8% |
| 1Y | +50.7% | +116.5% | -65.8% | +31.2% |
| 3Y | -74.5% | +742.8% | -817.3% | -82.7% |
| 5Y | -91.8% | +753.3% | -845.1% | -94.7% |
| 10Y | +43.7% | +403.2% | -359.5% | -10.1% |
| All | -95.6% | +377.5% | -473.0% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling