-97.0%
PLUG vs IAG
+337.4%
-434.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.2% | +0.2% | +6.2% |
| 7D | +5.8% | +21.4% | -15.6% | +2.5% |
| 30D | -18.5% | +4.0% | -22.6% | -19.2% |
| 3M | -30.0% | +17.0% | -47.0% | -31.9% |
| 6M | -56.2% | +1.4% | -57.6% | -56.5% |
| YTD | -26.4% | +13.8% | -40.2% | -29.1% |
| 1Y | -42.2% | +55.8% | -98.0% | -47.1% |
| 3Y | -76.8% | +647.4% | -724.2% | -83.9% |
| 5Y | -96.2% | +519.1% | -615.4% | -97.4% |
| 10Y | +2.1% | +345.6% | -343.5% | -34.6% |
| All | -97.0% | +337.4% | -434.4% | -98.8% |
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