-99.1%
PLUG vs IFF
+322.4%
-421.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.5% | -7.5% | -8.0% |
| 7D | -3.2% | -9.8% | +6.6% | +3.2% |
| 30D | -18.7% | -1.6% | -17.1% | -18.8% |
| 3M | -35.3% | -1.8% | -33.5% | -35.4% |
| 6M | -56.2% | +3.6% | -59.9% | -58.8% |
| YTD | -30.7% | +25.4% | -56.1% | -45.2% |
| 1Y | -46.7% | +35.4% | -82.1% | -60.3% |
| 3Y | -61.3% | +23.9% | -85.2% | -69.3% |
| 5Y | -96.6% | -37.1% | -59.5% | -95.7% |
| 10Y | +1.1% | -10.3% | +11.4% | -8.9% |
| All | -99.1% | +322.4% | -421.5% | -99.7% |
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 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