-74.7%
PLUG vs IOVA
+90.0%
-164.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.2% |
| 7D | +14.5% | +1.9% | +12.6% | +14.2% |
| 30D | -10.7% | -44.1% | +33.4% | -2.9% |
| 3M | -31.2% | +28.9% | -60.1% | -36.6% |
| 6M | -51.9% | +125.7% | -177.6% | -61.2% |
| YTD | -23.9% | +199.3% | -223.1% | -44.0% |
| 1Y | -43.4% | +255.2% | -298.6% | -60.3% |
| 3Y | -74.7% | +106.8% | -181.5% | -89.1% |
| All | -74.7% | +90.0% | -164.7% | -89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling