-46.2%
PLUG vs IBB
+36.8%
-83.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | -6.8% | -1.4% | -5.5% | -5.8% |
| 30D | -16.0% | +6.8% | -22.8% | -18.8% |
| 3M | -38.7% | +9.2% | -48.0% | -41.4% |
| 6M | -61.4% | +28.3% | -89.7% | -65.9% |
| YTD | -31.0% | +29.4% | -60.3% | -39.4% |
| 1Y | -46.2% | +33.2% | -79.4% | -54.6% |
| All | -46.2% | +36.8% | -83.0% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling