-98.9%
PLUG vs IBB
+560.8%
-659.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.7% |
| 7D | -0.9% | +1.4% | -2.3% | -2.4% |
| 30D | +3.3% | +10.5% | -7.2% | -6.9% |
| 3M | -39.7% | +23.6% | -63.4% | -51.8% |
| 6M | -12.5% | +22.6% | -35.1% | -30.0% |
| YTD | +10.2% | +25.7% | -15.5% | -14.4% |
| 1Y | +50.7% | +51.4% | -0.7% | -2.6% |
| 3Y | -74.5% | +64.4% | -138.9% | -84.0% |
| 5Y | -91.8% | +22.1% | -113.9% | -92.6% |
| 10Y | +43.7% | +132.5% | -88.8% | -22.2% |
| All | -98.9% | +560.8% | -659.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling