+58.4%
PLUG vs IFF
-21.7%
+80.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.1% |
| 7D | +3.8% | -3.0% | +6.9% | +5.7% |
| 30D | +2.8% | -0.9% | +3.8% | +3.3% |
| 3M | -25.4% | +11.8% | -37.3% | -31.1% |
| 6M | -0.5% | +16.5% | -17.0% | -13.2% |
| YTD | +10.2% | +26.5% | -16.4% | -10.2% |
| 1Y | +53.9% | +32.7% | +21.2% | +19.9% |
| 3Y | -72.7% | +32.0% | -104.7% | -78.2% |
| 5Y | -91.4% | -36.1% | -55.3% | -89.4% |
| 10Y | +58.4% | -20.1% | +78.5% | +61.7% |
| All | +58.4% | -21.7% | +80.1% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling