-99.2%
PLUG vs IBB
+566.2%
-665.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +5.6% |
| 7D | +5.8% | -1.8% | +7.7% | +8.2% |
| 30D | -18.5% | +5.1% | -23.6% | -22.4% |
| 3M | -30.0% | +10.7% | -40.7% | -37.0% |
| 6M | -56.2% | +22.9% | -79.1% | -64.9% |
| YTD | -26.4% | +26.7% | -53.1% | -43.3% |
| 1Y | -42.2% | +35.1% | -77.3% | -58.4% |
| 3Y | -76.8% | +80.2% | -157.0% | -86.9% |
| 5Y | -96.2% | +37.8% | -134.1% | -97.0% |
| 10Y | +2.1% | +161.2% | -159.1% | -50.0% |
| All | -99.2% | +566.2% | -665.4% | -99.9% |
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 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