-72.0%
PLUG vs IFF
+5.0%
-76.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.0% | -11.5% | -10.4% |
| 7D | -23.4% | -1.8% | -21.7% | -23.5% |
| 30D | -23.4% | -9.4% | -14.0% | -24.7% |
| 3M | -51.7% | -3.0% | -48.7% | -52.9% |
| 6M | -72.0% | +5.8% | -77.8% | -72.7% |
| All | -72.0% | +5.0% | -76.9% | -72.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling