+58.4%
PLUG vs IQV
+233.5%
-175.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.4% |
| 7D | +3.8% | -2.6% | +6.4% | +5.5% |
| 30D | +2.8% | +6.2% | -3.4% | -1.8% |
| 3M | -25.4% | +38.0% | -63.4% | -43.5% |
| 6M | -0.5% | +43.9% | -44.4% | -29.2% |
| YTD | +10.2% | +14.0% | -3.9% | -7.5% |
| 1Y | +53.9% | +35.5% | +18.4% | +13.0% |
| 3Y | -72.7% | +20.3% | -93.1% | -79.4% |
| 5Y | -91.4% | -1.6% | -89.8% | -92.2% |
| 10Y | +58.4% | +233.4% | -175.0% | -21.7% |
| All | +58.4% | +233.5% | -175.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling