+15.1%
PLUG vs IBN
+367.6%
-352.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.2% | +5.4% |
| 7D | +5.8% | +15.1% | -9.2% | -1.2% |
| 30D | -18.5% | +21.6% | -40.2% | -26.1% |
| 3M | -30.0% | +11.2% | -41.1% | -33.7% |
| 6M | -56.2% | +27.8% | -83.9% | -61.5% |
| YTD | -26.4% | +14.7% | -41.1% | -32.0% |
| 1Y | -42.2% | +14.4% | -56.6% | -46.6% |
| 3Y | -76.8% | +52.1% | -128.9% | -81.7% |
| 5Y | -96.2% | +70.7% | -166.9% | -97.1% |
| All | +15.1% | +367.6% | -352.5% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling