-96.9%
PLUG vs IOVA
-65.6%
-31.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -6.8% | -7.0% | +0.2% | -5.4% |
| 30D | -16.0% | -44.4% | +28.4% | -7.1% |
| 3M | -38.7% | +24.7% | -63.4% | -44.0% |
| 6M | -61.4% | +118.6% | -180.0% | -69.9% |
| YTD | -31.0% | +196.3% | -227.3% | -51.8% |
| 1Y | -46.2% | +205.3% | -251.5% | -63.1% |
| 3Y | -61.5% | +103.8% | -165.3% | -77.1% |
| 5Y | -96.9% | -65.6% | -31.3% | -97.2% |
| All | -96.9% | -65.6% | -31.3% | -97.2% |
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