-71.6%
PLUG vs IFF
+33.6%
-105.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +5.0% | +4.5% |
| 7D | +8.1% | -0.2% | +8.3% | +8.2% |
| 30D | +3.7% | -0.3% | +4.0% | +3.8% |
| 3M | -29.2% | +18.6% | -47.7% | -35.5% |
| 6M | +6.1% | +17.4% | -11.3% | -5.1% |
| YTD | +14.7% | +28.5% | -13.8% | -6.2% |
| 1Y | +56.9% | +32.5% | +24.4% | +23.1% |
| 3Y | -71.6% | +34.1% | -105.7% | -81.1% |
| All | -71.6% | +33.6% | -105.2% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling