-70.0%
PLUG vs IOVA
-92.6%
+22.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -11.0% | +3.5% | -7.0% |
| 7D | -4.9% | -19.0% | +14.1% | -4.0% |
| 30D | -27.4% | -40.3% | +12.9% | -26.0% |
| 3M | -35.7% | +78.3% | -114.1% | -38.0% |
| 6M | -59.3% | +94.5% | -153.8% | -61.0% |
| YTD | -31.5% | +183.5% | -215.0% | -35.8% |
| 1Y | -48.9% | +327.6% | -376.5% | -53.1% |
| 3Y | -79.6% | +83.8% | -163.5% | -81.0% |
| 5Y | -96.5% | -69.0% | -27.4% | -96.6% |
| 10Y | -4.9% | +33.4% | -38.4% | -9.6% |
| All | -70.0% | -92.6% | +22.6% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling