+1.1%
PLUG vs IOVA
+12.2%
-11.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.1% | -7.9% | -8.8% |
| 7D | -3.2% | -8.5% | +5.3% | -1.4% |
| 30D | -18.7% | -44.7% | +26.0% | -10.1% |
| 3M | -35.3% | +26.2% | -61.6% | -40.8% |
| 6M | -56.2% | +123.2% | -179.5% | -65.7% |
| YTD | -30.7% | +196.0% | -226.7% | -50.7% |
| 1Y | -46.7% | +240.9% | -287.6% | -63.7% |
| 3Y | -61.3% | +103.5% | -164.9% | -75.5% |
| 5Y | -96.6% | -65.5% | -31.1% | -97.2% |
| 10Y | +1.1% | +7.0% | -5.9% | -32.9% |
| All | +1.1% | +12.2% | -11.1% | -32.9% |
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