-18.2%
PLUG vs IBB
+127.7%
-146.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.2% | -7.0% | -6.2% |
| 7D | -8.5% | +1.6% | -10.2% | -10.1% |
| 30D | -20.8% | +6.7% | -27.5% | -27.2% |
| 3M | -46.1% | +6.3% | -52.4% | -50.7% |
| 6M | -65.3% | +23.9% | -89.2% | -74.9% |
| YTD | -37.3% | +26.6% | -63.9% | -56.6% |
| 1Y | -54.8% | +29.6% | -84.4% | -69.8% |
| 3Y | -65.0% | +86.1% | -151.1% | -85.4% |
| 5Y | -97.1% | +40.3% | -137.5% | -98.1% |
| All | -18.2% | +127.7% | -146.0% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling