-51.8%
PLUG vs IOVA
-91.6%
+39.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.8% |
| 7D | -0.9% | +9.7% | -10.7% | -1.3% |
| 30D | +3.3% | +102.5% | -99.2% | -0.3% |
| 3M | -39.7% | +100.7% | -140.4% | -42.0% |
| 6M | -12.5% | +106.3% | -118.8% | -16.2% |
| YTD | +10.2% | +222.0% | -211.8% | +3.3% |
| 1Y | +50.7% | +299.5% | -248.9% | +39.3% |
| 3Y | -74.5% | +42.9% | -117.4% | -76.0% |
| 5Y | -91.8% | -65.0% | -26.8% | -92.1% |
| 10Y | +43.7% | +10.3% | +33.4% | +36.9% |
| All | -51.8% | -91.6% | +39.9% | -47.0% |
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