-98.6%
PLUG vs IVZ
+341.0%
-439.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.2% |
| 7D | -0.9% | +0.6% | -1.6% | -1.3% |
| 30D | +3.3% | +4.0% | -0.7% | +0.9% |
| 3M | -39.7% | +18.2% | -57.9% | -45.8% |
| 6M | -12.5% | +32.8% | -45.3% | -27.1% |
| YTD | +10.2% | +28.7% | -18.6% | -7.1% |
| 1Y | +50.7% | +55.4% | -4.7% | +14.6% |
| 3Y | -74.5% | +135.2% | -209.7% | -84.9% |
| 5Y | -91.8% | +64.2% | -156.0% | -93.8% |
| 10Y | +43.7% | +64.6% | -20.9% | -3.1% |
| All | -98.6% | +341.0% | -439.6% | -99.6% |
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