-54.6%
PLUG vs IVZ
+21.8%
-76.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.3% | -8.5% |
| 7D | -8.1% | +5.1% | -13.3% | -10.4% |
| 30D | -20.5% | -1.6% | -19.0% | -19.7% |
| 3M | -45.9% | -9.1% | -36.7% | -43.5% |
| 6M | -65.2% | +1.8% | -66.9% | -65.3% |
| YTD | -37.1% | +10.8% | -47.9% | -42.1% |
| 1Y | -54.6% | +19.1% | -73.7% | -60.4% |
| All | -54.6% | +21.8% | -76.4% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling