+20.0%
PLUG vs IOVA
+28.7%
-8.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.1% |
| 7D | +14.5% | +1.9% | +12.6% | +14.2% |
| 30D | -10.7% | -44.1% | +33.4% | -1.4% |
| 3M | -31.2% | +28.9% | -60.1% | -37.4% |
| 6M | -51.9% | +125.7% | -177.6% | -62.4% |
| YTD | -23.9% | +199.3% | -223.1% | -46.1% |
| 1Y | -43.4% | +255.2% | -298.6% | -61.9% |
| 3Y | -74.7% | +106.8% | -181.5% | -84.1% |
| 5Y | -96.3% | -67.1% | -29.2% | -96.9% |
| 10Y | +20.0% | +16.7% | +3.3% | -21.6% |
| All | +20.0% | +28.7% | -8.7% | -21.6% |
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