+15.1%
PLUG vs IOVA
+34.0%
-18.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.9% | +3.5% | +6.6% |
| 7D | +5.8% | -5.2% | +11.0% | +7.1% |
| 30D | -18.5% | -37.8% | +19.2% | -12.2% |
| 3M | -30.0% | +29.5% | -59.4% | -36.3% |
| 6M | -56.2% | +96.6% | -152.8% | -64.8% |
| YTD | -26.4% | +194.5% | -220.9% | -47.6% |
| 1Y | -42.2% | +248.1% | -290.3% | -60.9% |
| 3Y | -76.8% | +86.1% | -162.9% | -85.1% |
| 5Y | -96.2% | -67.8% | -28.4% | -96.9% |
| All | +15.1% | +34.0% | -18.9% | -26.6% |
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