-99.1%
PLUG vs IVZ
+261.1%
-360.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +5.8% | -2.4% | +8.3% | +7.5% |
| 30D | -18.5% | -11.2% | -7.3% | -12.3% |
| 3M | -30.0% | -14.0% | -16.0% | -23.3% |
| 6M | -56.2% | +0.5% | -56.6% | -56.6% |
| YTD | -26.4% | +5.4% | -31.8% | -30.0% |
| 1Y | -42.2% | +19.5% | -61.7% | -49.1% |
| 3Y | -76.8% | +128.7% | -205.5% | -86.1% |
| 5Y | -96.2% | +28.8% | -125.0% | -96.7% |
| 10Y | +2.1% | +52.3% | -50.2% | -27.6% |
| All | -99.1% | +261.1% | -360.2% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling