-98.6%
PLUG vs IFF
+336.4%
-435.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | -0.9% | -1.8% | +0.9% | +0.3% |
| 30D | +3.3% | -2.0% | +5.3% | +4.6% |
| 3M | -39.7% | +18.5% | -58.3% | -47.2% |
| 6M | -12.5% | +11.7% | -24.2% | -22.7% |
| YTD | +10.2% | +29.6% | -19.4% | -13.6% |
| 1Y | +50.7% | +35.0% | +15.7% | +13.2% |
| 3Y | -74.5% | +32.3% | -106.8% | -80.3% |
| 5Y | -91.8% | -34.6% | -57.2% | -89.8% |
| 10Y | +43.7% | -20.6% | +64.3% | +42.9% |
| All | -98.6% | +336.4% | -435.1% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling