-6.8%
PLUG vs IVZ
+45.7%
-52.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.5% | -8.6% |
| 7D | -2.8% | +2.2% | -5.0% | -4.3% |
| 30D | -18.5% | -2.2% | -16.3% | -17.1% |
| 3M | -35.1% | -8.4% | -26.6% | -31.1% |
| 6M | -56.1% | +6.2% | -62.3% | -58.3% |
| YTD | -30.5% | +12.4% | -42.9% | -37.4% |
| 1Y | -46.5% | +26.0% | -72.5% | -55.6% |
| 3Y | -61.2% | +147.9% | -209.0% | -79.6% |
| 5Y | -96.6% | +38.8% | -135.4% | -97.4% |
| All | -6.8% | +45.7% | -52.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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