-96.5%
PLUG vs IBB
+37.5%
-133.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +4.7% |
| 7D | +5.8% | -1.8% | +7.7% | +9.4% |
| 30D | -18.5% | +5.1% | -23.6% | -24.7% |
| 3M | -30.0% | +10.7% | -40.7% | -41.4% |
| 6M | -56.2% | +22.9% | -79.1% | -69.8% |
| YTD | -26.4% | +26.7% | -53.1% | -53.0% |
| 1Y | -42.2% | +35.1% | -77.3% | -67.5% |
| 3Y | -76.8% | +80.2% | -157.0% | -92.1% |
| All | -96.5% | +37.5% | -133.9% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling