-91.9%
PLUG vs IBB
+22.5%
-114.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +4.3% |
| 7D | -0.9% | +1.4% | -2.3% | -3.3% |
| 30D | +3.3% | +10.5% | -7.2% | -12.8% |
| 3M | -39.7% | +23.6% | -63.4% | -58.3% |
| 6M | -12.5% | +22.6% | -35.1% | -39.7% |
| YTD | +10.2% | +25.7% | -15.5% | -28.2% |
| 1Y | +50.7% | +51.4% | -0.7% | -29.6% |
| 3Y | -74.5% | +64.4% | -138.9% | -89.4% |
| All | -91.9% | +22.5% | -114.4% | -94.2% |
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