-96.5%
PLUG vs IVZ
+27.3%
-123.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +5.8% | -2.4% | +8.3% | +8.3% |
| 30D | -18.5% | -11.2% | -7.3% | -9.2% |
| 3M | -30.0% | -14.0% | -16.0% | -20.0% |
| 6M | -56.2% | +0.5% | -56.6% | -57.3% |
| YTD | -26.4% | +5.4% | -31.8% | -33.3% |
| 1Y | -42.2% | +19.5% | -61.7% | -53.9% |
| 3Y | -76.8% | +128.7% | -205.5% | -91.1% |
| All | -96.5% | +27.3% | -123.8% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling