-91.9%
PLUG vs IOVA
-64.9%
-27.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | -0.9% | +9.7% | -10.7% | -2.9% |
| 30D | +3.3% | +102.5% | -99.2% | -13.6% |
| 3M | -39.7% | +100.7% | -140.4% | -50.1% |
| 6M | -12.5% | +106.3% | -118.8% | -29.7% |
| YTD | +10.2% | +222.0% | -211.8% | -21.6% |
| 1Y | +50.7% | +299.5% | -248.9% | -1.3% |
| 3Y | -74.5% | +42.9% | -117.4% | -83.0% |
| All | -91.9% | -64.9% | -27.0% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling