-99.3%
PLUG vs IBB
+554.8%
-654.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.0% | -2.5% | -2.4% |
| 7D | -4.9% | -3.6% | -1.3% | -1.0% |
| 30D | -27.4% | +3.4% | -30.8% | -29.8% |
| 3M | -35.7% | +9.5% | -45.2% | -41.6% |
| 6M | -59.3% | +23.3% | -82.6% | -67.6% |
| YTD | -31.5% | +24.5% | -56.0% | -46.3% |
| 1Y | -48.9% | +32.9% | -81.8% | -62.6% |
| 3Y | -79.6% | +76.6% | -156.2% | -88.2% |
| 5Y | -96.5% | +35.5% | -132.0% | -97.1% |
| 10Y | -4.9% | +156.7% | -161.7% | -52.7% |
| All | -99.3% | +554.8% | -654.1% | -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