-26.5%
PLUG vs IFF
-12.5%
-14.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.0% | -11.5% | -11.0% |
| 7D | -23.4% | -1.8% | -21.7% | -22.5% |
| 30D | -23.4% | -9.4% | -14.0% | -19.6% |
| 3M | -51.7% | -3.0% | -48.7% | -51.5% |
| 6M | -72.0% | +5.8% | -77.8% | -73.7% |
| YTD | -43.7% | +22.4% | -66.0% | -53.8% |
| 1Y | -55.4% | +23.0% | -78.5% | -63.7% |
| 3Y | -68.0% | +21.8% | -89.8% | -73.7% |
| 5Y | -97.4% | -39.2% | -58.2% | -96.7% |
| All | -26.5% | -12.5% | -14.0% | -34.7% |
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