-6.8%
PLUG vs IOVA
+7.0%
-13.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -8.4% |
| 7D | -2.8% | -8.5% | +5.7% | -1.0% |
| 30D | -18.5% | -44.7% | +26.3% | -9.8% |
| 3M | -35.1% | +26.2% | -61.3% | -40.6% |
| 6M | -56.1% | +123.2% | -179.3% | -65.6% |
| YTD | -30.5% | +196.0% | -226.4% | -50.6% |
| 1Y | -46.5% | +240.9% | -287.4% | -63.5% |
| 3Y | -61.2% | +103.5% | -164.7% | -75.4% |
| 5Y | -96.6% | -65.5% | -31.1% | -97.2% |
| All | -6.8% | +7.0% | -13.8% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling