-74.6%
PLUG vs IVZ
+136.1%
-210.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.0% |
| 7D | -0.9% | +0.6% | -1.6% | -1.4% |
| 30D | +3.3% | +4.0% | -0.7% | +0.3% |
| 3M | -39.7% | +18.2% | -57.9% | -47.3% |
| 6M | -12.5% | +32.8% | -45.3% | -30.9% |
| YTD | +10.2% | +28.7% | -18.6% | -12.0% |
| 1Y | +50.7% | +55.4% | -4.7% | +3.6% |
| All | -74.6% | +136.1% | -210.7% | -89.3% |
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