-42.1%
PLUG vs IOVA
+362.8%
-404.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.7% |
| 7D | +2.8% | -41.3% | +44.1% | +6.5% |
| 30D | -22.8% | -38.5% | +15.8% | -20.3% |
| 3M | -32.4% | +99.5% | -131.9% | -37.2% |
| 6M | -53.4% | +126.0% | -179.3% | -57.1% |
| YTD | -25.9% | +218.7% | -244.6% | -34.4% |
| 1Y | -42.1% | +378.0% | -420.1% | -47.3% |
| All | -42.1% | +362.8% | -404.8% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling