-96.6%
PLUG vs IFF
-38.1%
-58.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.5% | -7.5% | -8.1% |
| 7D | -3.2% | -9.8% | +6.6% | +2.6% |
| 30D | -18.7% | -1.6% | -17.1% | -19.0% |
| 3M | -35.3% | -1.8% | -33.5% | -35.5% |
| 6M | -56.2% | +3.6% | -59.9% | -58.7% |
| YTD | -30.7% | +25.4% | -56.1% | -45.7% |
| 1Y | -46.7% | +35.4% | -82.1% | -61.2% |
| 3Y | -61.3% | +23.9% | -85.2% | -69.8% |
| 5Y | -96.6% | -37.1% | -59.5% | -95.0% |
| All | -96.6% | -38.1% | -58.5% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling