-26.5%
PLUG vs IOVA
+0.8%
-27.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.7% | -12.2% | -10.8% |
| 7D | -23.4% | -3.5% | -20.0% | -22.8% |
| 30D | -23.4% | -45.4% | +21.9% | -15.1% |
| 3M | -51.7% | +19.0% | -70.8% | -55.3% |
| 6M | -72.0% | +112.0% | -184.0% | -77.8% |
| YTD | -43.7% | +184.2% | -227.9% | -59.6% |
| 1Y | -55.4% | +222.0% | -277.4% | -69.2% |
| 3Y | -68.0% | +92.6% | -160.6% | -79.5% |
| 5Y | -97.4% | -63.2% | -34.3% | -97.9% |
| All | -26.5% | +0.8% | -27.3% | -51.1% |
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