-68.0%
PLUG vs IVZ
+152.3%
-220.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.4% | -12.8% | -12.2% |
| 7D | -23.4% | +7.6% | -31.1% | -27.7% |
| 30D | -23.4% | +4.3% | -27.8% | -25.9% |
| 3M | -51.7% | -9.3% | -42.4% | -48.3% |
| 6M | -72.0% | +5.2% | -77.2% | -73.4% |
| YTD | -43.7% | +13.4% | -57.1% | -50.6% |
| 1Y | -55.4% | +25.4% | -80.8% | -64.3% |
| 3Y | -68.0% | +152.5% | -220.5% | -92.5% |
| All | -68.0% | +152.3% | -220.3% | -92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling