-42.1%
PLUG vs IFF
+44.8%
-86.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +3.0% |
| 7D | +2.8% | -3.3% | +6.1% | +2.4% |
| 30D | -22.8% | +5.3% | -28.0% | -22.6% |
| 3M | -32.4% | +8.9% | -41.3% | -32.0% |
| 6M | -53.4% | +26.3% | -79.7% | -52.0% |
| YTD | -25.9% | +32.2% | -58.1% | -27.4% |
| 1Y | -42.1% | +45.8% | -87.8% | -44.9% |
| All | -42.1% | +44.8% | -86.9% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling